Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation (Q2412727)

The authors establish fast numerical approaches to solve a class of initial boundary problem of time-space fractional convection-diffusion equations. A new unconditionally stable implicit difference method, which is derived from the weighted and shifted Grünwald formula, and converges with second-order accuracy in both time and space variables is presented. It is shown that the discretizations lead to Toeplitz-like systems of linear equations that can be efficiently solved by Krylov subspace solvers with suitable circulant preconditioners. Numerical examples are given to support the theoretical findings and to show the utility of these methods over traditional direct solvers of the implicit difference method, in terms of computational cost and memory requirements.