A preconditioner based on sine transform for two-dimensional semi-linear Riesz space fractional diffusion equations in convex domains
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Publication:2048439
GMRES methodpenalizationRiesz fractional derivativesine transform based preconditionerToeplitz matrix
Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz, Cauchy, and related matrices (15B05) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)
Abstract: In this paper, we develop a fast numerical method for solving the time-dependent Riesz space fractional diffusion equations with a nonlinear source term in the convex domain. An implicit finite difference method is employed to discretize the Riesz space fractional diffusion equations with a penalty term in a rectangular region by the volume-penalization approach. The stability and the convergence of the proposed method are studied. As the coefficient matrix is with the Toeplitz-like structure, the generalized minimum residual method with a preconditioner based on the sine transform is exploited to solve the discretized linear system, where the preconditioner is constructed in view of the combination of two approximate inverse matrices, which can be diagonalized by the sine transform. The spectrum of the preconditioned matrix is also investigated. Numerical experiments are carried out to demonstrate the efficiency of the proposed method.
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Cited in
(16)- Splitting preconditioning based on sine transform for time-dependent Riesz space fractional diffusion equations
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