Optimal Solvers for Linear Systems with Fractional Powers of Sparse SPD Matrices

DOI10.1002/NLA.2167MaRDI QIDQ6280857arXivWikidataFDO

Authors Stanislav Harizanov, Raytcho D. Lazarov, S. Margenov, Pencho Marinov, Yavor Vutov

Publication date 14 December 2016

Published in arXiv

Full work available at URL https://doi.org/10.1002/NLA.2167

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Numerical linear algebra (65F99)

arXiv classification

math.NA

Abstract: In this paper we consider efficient algorithms for solving the algebraic equation $$, $0<alpha<1$, where $mathcalA$ is a symmetric and positive definite matrix obtained form finite difference or finite element approximations of second order elliptic problems in ${mathbbR}^d$, $d=1,2,3$. The method is based on the best uniform rational approximation of the function $$ for $0<tle1$ and natural $$, and the assumption that one has at hand an efficient method (e.g. multigrid, multilevel, or other fast algorithm) for solving equations like $$, $cge0$. The provided numerical experiments on model problems with $mathcalA$ obtained by finite element approximation of elliptic equations in one and three spacial dimensions confirm the efficiency of the proposed algorithms.

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