Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
From MaRDI portal
Publication:1699062
spectral analysisfractional diffusion equationsmultigrid methodsgeneralized locally Toeplitz theoryCrank-Nicolson weighted and shifted Grünwald difference scheme
Preconditioners for iterative methods (65F08) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)
Abstract: Fractional diffusion equations (FDEs) are a mathematical tool used for describing some special diffusion phenomena arising in many different applications like porous media and computational finance. In this paper, we focus on a two-dimensional space-FDE problem discretized by means of a second order finite difference scheme obtained as combination of the Crank-Nicolson scheme and the so-called weighted and shifted Gr"unwald formula. By fully exploiting the Toeplitz-like structure of the resulting linear system, we provide a detailed spectral analysis of the coefficient matrix at each time step, both in the case of constant and variable diffusion coefficients. Such a spectral analysis has a very crucial role, since it can be used for designing fast and robust iterative solvers. In particular, we employ the obtained spectral information to define a Galerkin multigrid method based on the classical linear interpolation as grid transfer operator and damped-Jacobi as smoother, and to prove the linear convergence rate of the corresponding two-grid method. The theoretical analysis suggests that the proposed grid transfer operator is strong enough for working also with the V-cycle method and the geometric multigrid. On this basis, we introduce two computationally favourable variants of the proposed multigrid method and we use them as preconditioners for Krylov methods. Several numerical results confirm that the resulting preconditioning strategies still keep a linear convergence rate.
Recommendations
- Spectral Analysis and Multigrid Methods for Finite Volume Approximations of Space-Fractional Diffusion Equations
- Multigrid preconditioners for anisotropic space-fractional diffusion equations
- Spectral analysis and structure preserving preconditioners for fractional diffusion equations
- Multigrid method for fractional diffusion equations
- Preconditioned iterative methods for two-dimensional space-fractional diffusion equations
Cites work
- scientific article; zbMATH DE number 3924053 (Why is no real title available?)
- scientific article; zbMATH DE number 3988038 (Why is no real title available?)
- scientific article; zbMATH DE number 1303930 (Why is no real title available?)
- scientific article; zbMATH DE number 1561761 (Why is no real title available?)
- scientific article; zbMATH DE number 1893704 (Why is no real title available?)
- A \(V\)-cycle multigrid for multilevel matrix algebras: proof of optimality
- A circulant preconditioner for fractional diffusion equations
- A class of second order difference approximations for solving space fractional diffusion equations
- A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
- A note on the spectral distribution of toeplitz matrices
- A novel solution for pressure drop in singly connected microchannels of arbitrary cross-section
- A unifying approach to some old and new theorems on distribution and clustering
- An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations
- Boundary Problems for the Fractional and Tempered Fractional Operators
- Convergence analysis of two-grid methods for elliptic Toeplitz and PDEs matrix-sequences
- Fast iterative solvers for linear systems arising from time-dependent space-fractional diffusion equations
- Fast numerical contour integral method for fractional diffusion equations
- Finite difference approximations for fractional advection-dispersion flow equations
- Finite difference approximations for two-sided space-fractional partial differential equations
- Finite difference methods for two-dimensional fractional dispersion equation
- Fractional cable equation models for anomalous electrodiffusion in nerve cells: Infinite domain solutions
- Fractional diffusion on bounded domains
- Generalized locally Toeplitz sequences: Spectral analysis and applications to discretized partial differential equations
- Generalized locally Toeplitz sequences: theory and applications. Volume I
- Locally Toeplitz sequences: Spectral properties and applications
- Multigrid Method for Ill-Conditioned Symmetric Toeplitz Systems
- Multigrid method for fractional diffusion equations
- Multigrid methods for Toeplitz matrices
- On the rate of convergence of the preconditioned conjugate gradient method
- Preconditioned iterative methods for two-dimensional space-fractional diffusion equations
- Second-order LOD multigrid method for multidimensional Riesz fractional diffusion equation
- Spectral analysis and structure preserving preconditioners for fractional diffusion equations
- The asymptotic properties of the spectrum of nonsymmetrically perturbed Jacobi matrix sequences
- Two-grid methods for Hermitian positive definite linear systems connected with an order relation
- V-cycle Optimal Convergence for Certain (Multilevel) Structured Linear Systems
- Waiting-times and returns in high-frequency financial data: An empirical study
Cited in
(49)- Banded preconditioning with shift compensation for solving discrete Riesz space-fractional diffusion equations
- Space fractional Allen-Cahn equation and its applications in phase separation: a numerical study
- Efficient preconditioners for Radau-IIA time discretization of space fractional diffusion equations
- Spectral analysis and structure preserving preconditioners for fractional diffusion equations
- Preconditioners for symmetrized Toeplitz and multilevel Toeplitz matrices
- Gaussian radial basis function and quadrature sinc method for two-dimensional space-fractional diffusion equations
- A two-grid spectral deferred correction method for the multi-order fractional differential equations
- A MATLAB code for fractional differential equations based on two-step spline collocation methods
- A new FV scheme and fast cell-centered multigrid solver for 3D anisotropic diffusion equations with discontinuous coefficients
- A multigrid method for nonlocal problems: non-diagonally dominant or Toeplitz-plus-tridiagonal systems
- Fast solution methods for convex quadratic optimization of fractional differential equations
- Fractional Laplace operator in two dimensions, approximating matrices, and related spectral analysis
- Spectral Analysis and Multigrid Methods for Finite Volume Approximations of Space-Fractional Diffusion Equations
- Dominant Hermitian splitting iteration method for discrete space-fractional diffusion equations
- Symbol-based preconditioning for Riesz distributed-order space-fractional diffusion equations
- Banded preconditioners for Riesz space fractional diffusion equations
- A circulant preconditioner for the Riesz distributed-order space-fractional diffusion equations
- Fast solvers for two-dimensional fractional diffusion equations using rank structured matrices
- A survey on numerical methods for spectral space-fractional diffusion problems
- An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations
- Isogeometric analysis for 2D and 3D curl-div problems: spectral symbols and fast iterative solvers
- Fast TTTS iteration methods for implicit Runge-Kutta temporal discretization of Riesz space fractional advection-diffusion equations
- A spatial fourth-order maximum principle preserving operator splitting scheme for the multi-dimensional fractional Allen-Cahn equation
- On \(\tau\)-preconditioner for a novel fourth-order difference scheme of two-dimensional Riesz space-fractional diffusion equations
- Kronecker product-based structure preserving preconditioner for three-dimensional space-fractional diffusion equations
- Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis
- Kronecker product based preconditioners for boundary value method discretizations of space fractional diffusion equations
- Multigrid preconditioners for anisotropic space-fractional diffusion equations
- The Asymptotic Spectrum of Flipped Multilevel Toeplitz Matrices and of Certain Preconditionings
- An efficient multigrid solver for two-dimensional spatial fractional diffusion equations with variable coefficients
- All-at-once multigrid approaches for one-dimensional space-fractional diffusion equations
- Nonuniform difference schemes for multi-term and distributed-order fractional parabolic equations with fractional Laplacian
- Uniform convergence of V-cycle multigrid algorithms for two-dimensional fractional Feynman-Kac equation
- Finite difference/Hermite-Galerkin spectral method for multi-dimensional time-fractional nonlinear reaction-diffusion equation in unbounded domains
- Multigrid method for fractional diffusion equations
- Midpoint splitting methods for nonlinear space fractional diffusion equations
- Deep Neural Networks for Solving Large Linear Systems Arising from High-Dimensional Problems
- Efficient preconditioner of one-sided space fractional diffusion equation
- Efficient solution of time-fractional differential equations with a new adaptive multi-term discretization of the generalized Caputo-Dzherbashyan derivative
- A note on efficient preconditioner of implicit Runge-Kutta methods with application to fractional diffusion equations
- A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations
- Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations
- Extrapolation cascadic multigrid method for cell-centered FV discretization of diffusion equations with strongly discontinuous and anisotropic coefficients
- An efficient second-order convergent scheme for one-side space fractional diffusion equations with variable coefficients
- Spectral approximation of a variable coefficient fractional diffusion equation in one space dimension
- A multigrid method for linear systems arising from time-dependent two-dimensional space-fractional diffusion equations
- An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients
- A rational preconditioner for multi-dimensional Riesz fractional diffusion equations
- A class of preconditioner for solving the Riesz distributed-order nonlinear space-fractional diffusion equations
This page was built for publication: Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1699062)
