报告题目：A fast algorithm for variable-order time-fractional diffusion equations

报 告 人：孙海卫，澳门大学教授

报告摘要：In this talk, we propose a fast algorithm for solving the variable-order (VO) time-fractional diffusion equations.  At first, we develop a fast method based on the sum-of-exponentials (SOE) technique to approximate the VO Caputo fractional derivative. Compared with the general direct method, the proposed method can reduce the storage requirement from  O(n)  to O(log²n) and the computational cost from O(n²) to O(nlog²n), respectively, with n being the number of the time levels. In addition, this fast method is then used to construct a finite difference scheme to discretize the VO time-fractional diffusion equations. The computational complexity of the proposed scheme is of O(mnlog²n) with O(mlog²n) storage requirement, where m denotes the number of spatial grids. Theoretically, the stability and the convergence of the proposed scheme are further investigated.  The effectiveness of the proposal algorithm is verified by numerical examples. 

报告人简介：孙海卫，澳门大学数学系主任、教授，1996年于香港中文大学获博士学位。主要研究领域为数值线性代数、分数阶偏微分方程快速算法、数值偏微分方程以及计算金融等。在SIAM J. Numer. Anal., SIAM J. Sci. Comput.等众多计算数学权威期刊上发表高水平研究论文80余篇，担任国际期刊“International Journal Computer Mathematics”的编委。共主持澳门科学技术发展基金5项，于2018年获得澳门自然科学二等奖。

报告时间：2021年11月12日（星期五）上午10:00-11:00

报告地点：腾讯会议 ID: 462 803 285

报告邀请人：科学与工程计算研究团队

主办单位：伟德国际1946源自英国