A preconditioning technique for an all-at-once system from Volterra subdiffusion equations with graded time steps

DOI10.1007/S10915-021-01527-7zbMATH Open1468.76055arXiv2007.14636OpenAlexW3164559554MaRDI QIDQ2037331FDOQ2037331

Yong-Liang Zhao, Alexander Ostermann, Xian-Ming Gu

Publication date: 30 June 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: Volterra subdiffusion problems with weakly singular kernel describe the dynamics of subdiffusion processes well.The graded $L1$ scheme is often chosen to discretize such problems since it can handle the singularity of the solution near $t=0$. In this paper, we propose a modification. We first split the time interval $[0,T]$ into $[0,T_0]$ and $[T_0,T]$, where $T_0$ ($0<T_0<T$) is reasonably small. Then, the graded $L1$ scheme is applied in $[0,T_0]$, while the uniform one is used in $[T_0,T]$. Our all-at-once system is derived based on this strategy. In order to solve the arising system efficiently, we split it into two subproblems and design two preconditioners. Some properties of these two preconditioners are also investigated. Moreover, we extend our method to solve semilinear subdiffusion problems. Numerical results are reported to show the efficiency of our method.

Full work available at URL: https://arxiv.org/abs/2007.14636

zbMATH Keywords

Krylov subspace methodvariable time stepall-at-once discretizationparallel-in-time preconditioningsemilinear subdiffusion equation

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Preconditioners for iterative methods (65F08) Diffusion (76R50) Basic methods in fluid mechanics (76M99)

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Uses Software

• ma2dfc

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