Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations

DOI10.1137/130931795zbMath1314.65112OpenAlexW2062092992MaRDI QIDQ5176047

Jianyu Pan, Rihuan Ke, Hai-Wei Sun, Michael Kwok-Po Ng

Publication date: 2 March 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/642113de3a1ad6fce3e05158122a6a8f88431897

zbMATH Keywords

preconditioningfast Fourier transformToeplitz matrixcirculant matrixKrylov subspace methodsapproximate inversefractional diffusion equationGrunwald formulas

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Toeplitz, Cauchy, and related matrices (15B05) Preconditioners for iterative methods (65F08) Fractional partial differential equations (35R11) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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