A finite difference/spectral scheme is proposed for the time fractional Ito equation. The mass conservation and stability of the numerical solution are deduced by the energy method in the L2 norm form. To reduce the computation costs, the fast Fourier transform technic is applied to a pair of equivalent coupled differential equations. The effectiveness of the proposed algorithm is verified by the first numerical example. The mass conservation property and stability statement are confirmed by two other numerical examples.
Dakang Cen, Zhibo Wang, Seakweng Vong
. Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic[J]. Communications on Applied Mathematics and Computation, 2023
, 5(4)
: 1591
-1600
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DOI: 10.1007/s42967-022-00223-z
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