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math.NA2021★ 7 cited
Solving time-fractional differential equation via rational approximation
Ustim Khristenko, Barbara Wohlmuth
Fractional differential equations (FDEs) describe subdiffusion behavior of dynamical systems. Its non-local structure requires taking into account the whole evolution history durin…
math.NA2018★ 1 cited
Analysis of boundary effects on PDE-based sampling of Whittle-Matérn random fields
Ustim Khristenko, Laura Scarabosio, Piotr Swierczynski +2
We consider the generation of samples of a mean-zero Gaussian random field with Matérn covariance function. Every sample requires the solution of a differential equation with Gauss…