A fast method for variable-order space-fractional diffusion equations

DOI10.1007/S11075-020-00875-ZMaRDI QIDQ827094zbMATH OpenOpenAlexFDO

Authors Jinhong Jia, Xiangcheng Zheng, Hongfei Fu, Hong Wang, Ping-Fei Dai

Publication date 6 January 2021

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.02697

zbMATH Keywords

Toeplitz matrixcollocation methoddivide-and-conquer algorithmvariable-order space-fractional diffusion equation

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the resulting stiffness matrix of the numerical approximation does not have a Toeplitz-like structure. In this paper we derive a fast approximation of the coefficient matrix by the means of a sum of Toeplitz matrices multiplied by diagonal matrices. We show that the approximation is asymptotically consistent with the original problem, which requires $O(kNlo{g}^{2}N)$ memory and $O(kNlo{g}^{3}N)$ computational complexity with $N$ and $k$ being the numbers of unknowns and the approximants, respectively. Numerical experiments are presented to demonstrate the effectiveness and the efficiency of the proposed method.

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