Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
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Publication:1699062
DOI10.1016/J.JCP.2017.08.064zbMATH Open1380.65240arXiv1706.06844OpenAlexW2685992850MaRDI QIDQ1699062FDOQ1699062
Hamid Moghaderi, Mehdi Dehghan, Marco Donatelli, Mariarosa Mazza
Publication date: 16 February 2018
Published in: Journal of Computational Physics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1706.06844
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spectral analysisfractional diffusion equationsmultigrid methods[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Crank-Nicolson+weighted+and+shifted+Gr%EF%BF%BD%EF%BF%BDnwald+difference+scheme&go=Go Crank-Nicolson weighted and shifted Gr��nwald difference scheme]generalized locally Toeplitz theory
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)
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