Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic

作     者：Dakang Cen Zhibo Wang Seakweng Vong Dakang Cen;Zhibo Wang;Seakweng Vong

作者机构：School of Mathematics and StatisticsGuangdong University of TechnologyGuangzhou510006GuangdongChina Department of MathematicsUniversity of MacaoMacaoChina 

出 版 物：《Communications on Applied Mathematics and Computation》 (应用数学与计算数学学报（英文）)

年 卷 期：2023年第5卷第4期

页      面：1591-1600页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：the National Natural Science Foundation of China(No.11701103) the Young Top-notch Talent Program of Guangdong Province of China(No.2017GC010379) the Natural Science Foundation of Guangdong Province of China(No.2022A1515012147) the Project of Science and Technology of Guangzhou of China(No.202102020704) the Opening Project of Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University of China(2021023) the Science and Technology Development Fund,Macao SAR(File No.0005/2019/A) the University of Macao of China(File Nos.MYRG2020-00035-FST,MYRG2018-00047-FST) 

主　　题：Time fractional Ito equation Finite difference method Spectral method Stability 

摘      要：A finite difference/spectral scheme is proposed for the time fractional Ito *** mass conservation and stability of the numerical solution are deduced by the energy method in the L^(2)norm *** reduce the computation costs,the fast Fourier transform technic is applied to a pair of equivalent coupled differential *** effectiveness of the proposed algorithm is verified by the first numerical *** mass conservation property and stability statement are confirmed by two other numerical examples.