A circulant preconditioner for fractional diffusion equations

DOI10.1016/J.JCP.2013.02.025zbMath1297.65095OpenAlexW2118160506MaRDI QIDQ401592

Siu-Long Lei, Hai-Wei Sun

Publication date: 27 August 2014

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.025

zbMATH Keywords

stabilityconvergencefinite difference schemefast Fourier transformnumerical experimentToeplitzfractional diffusion equationscirculant preconditionerpreconditioned conjugate gradient normal residual methodshifted Grünwald discretization

Mathematics Subject Classification ID

Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical methods for discrete and fast Fourier transforms (65T50) Preconditioners for iterative methods (65F08) Fractional partial differential equations (35R11)

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