Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations

DOI10.4208/EAJAM.060815.180116AzbMath1481.65140OpenAlexW2347502006MaRDI QIDQ5372040

Xinhe Zhang, Siu-Long Lei, Xu Chen

Publication date: 23 October 2017

Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.060815.180116a

zbMATH Keywords

GMRES methodimplicit finite difference methodunconditionally stablehigh-dimensional two-sided fractional diffusion equationmultilevel circulant preconditioner

Mathematics Subject Classification ID

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) Fractional partial differential equations (35R11) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Related Items (23)

High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives ⋮ A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations ⋮ Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy ⋮ Efficient preconditioners for Radau-IIA time discretization of space fractional diffusion equations ⋮ Tensorized low-rank circulant preconditioners for multilevel Toeplitz linear systems from high-dimensional fractional Riesz equations ⋮ An implicit difference scheme with the KPS preconditioner for two-dimensional time-space fractional convection-diffusion equations ⋮ A fast ADI based matrix splitting preconditioning method for the high dimensional space fractional diffusion equations in conservative form ⋮ On \(\tau\)-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations ⋮ Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations ⋮ PCG method with Strang's circulant preconditioner for Hermitian positive definite linear system in Riesz space fractional advection-dispersion equations ⋮ Kronecker product based preconditioners for boundary value method discretizations of space fractional diffusion equations ⋮ A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models ⋮ Efficient preconditioner of one-sided space fractional diffusion equation ⋮ Fast second-order implicit difference schemes for time distributed-order and Riesz space fractional diffusion-wave equations ⋮ A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model ⋮ An efficient second-order convergent scheme for one-side space fractional diffusion equations with variable coefficients ⋮ Splitting preconditioning based on sine transform for time-dependent Riesz space fractional diffusion equations ⋮ A robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains ⋮ Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis ⋮ Block preconditioning strategies for time-space fractional diffusion equations ⋮ A Splitting Preconditioner for Toeplitz-Like Linear Systems Arising from Fractional Diffusion Equations ⋮ FAST SECOND-ORDER ACCURATE DIFFERENCE SCHEMES FOR TIME DISTRIBUTED-ORDER AND RIESZ SPACE FRACTIONAL DIFFUSION EQUATIONS ⋮ Kronecker product-based structure preserving preconditioner for three-dimensional space-fractional diffusion equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients
• A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation
• Preconditioned iterative methods for fractional diffusion equation
• Fast alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations
• A circulant preconditioner for fractional diffusion equations
• Finite difference approximations for the fractional advection-diffusion equation
• Multigrid method for fractional diffusion equations
• A fourth-order approximation of fractional derivatives with its applications
• Spectral direction splitting methods for two-dimensional space fractional diffusion equations
• Fractional cable equation models for anomalous electrodiffusion in nerve cells: Infinite domain solutions
• Implicit finite difference approximation for time fractional diffusion equations
• Finite difference approximations for a fractional advection diffusion problem
• Fractional differential equations in electrochemistry
• Fractals and fractional calculus in continuum mechanics
• Numerical solution of the space fractional Fokker-Planck equation.
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Waiting-times and returns in high-frequency financial data: An empirical study
• Preconditioning techniques for large linear systems: A survey
• Finite difference approximations for fractional advection-dispersion flow equations
• Quasi-compact finite difference schemes for space fractional diffusion equations
• A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
• A novel solution for pressure drop in singly connected microchannels of arbitrary cross-section
• A second-order accurate numerical approximation for the fractional diffusion equation
• Computational aspects of FEM approximation of fractional advection dispersion equations on bounded domains in \(\mathbb R^2\)
• A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
• Finite difference methods for two-dimensional fractional dispersion equation
• Finite difference approximations for two-sided space-fractional partial differential equations
• Superlinearly convergent algorithms for the two-dimensional space-time Caputo-Riesz fractional diffusion equation
• Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations
• An Optimal Circulant Preconditioner for Toeplitz Systems
• Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner
• A Family of Block Preconditioners for Block Systems
• A numerical method for the fractional Fitzhugh–Nagumo monodomain model
• Conjugate Gradient Methods for Toeplitz Systems
• A Note on Preconditioned Block Toeplitz Matrices
• A Fast Finite Difference Method for Two-Dimensional Space-Fractional Diffusion Equations
• A class of second order difference approximations for solving space fractional diffusion equations
• Fourth Order Accurate Scheme for the Space Fractional Diffusion Equations
• A Fast Finite Element Method for Space-Fractional Dispersion Equations on Bounded Domains in $\mathbb{R}^2$
• Existence and Uniqueness of the Weak Solution of the Space-time Fractional Diffusion Equation and a Spectral Method Approximation
• Finite Element Method for the Space and Time Fractional Fokker–Planck Equation
• Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
• An Introduction to Iterative Toeplitz Solvers
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

This page was built for publication: Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations