Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation

DOI10.1007/s10915-017-0388-9zbMath1379.65062arXiv1603.00279OpenAlexW2964228534MaRDI QIDQ2412727

Ting-Zhu Huang, Xian-Ming Gu, Anatoly A. Alikhanov, Bruno Carpentieri, Cui-cui Ji

Publication date: 27 October 2017

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

Full work available at URL: https://arxiv.org/abs/1603.00279

zbMATH Keywords

stabilitynumerical examplefast Fourier transformToeplitz matrixKrylov subspace methodcirculant preconditionershifted Grünwald discretizationinitial boundary problemimplicit difference methodfractional convection-diffusion equation

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) 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) Numerical methods for discrete and fast Fourier transforms (65T50) Preconditioners for iterative methods (65F08) Fractional partial differential equations (35R11)

Related Items

Numerical analysis of variable-order fractional KdV-Burgers-Kuramoto equation, High-order numerical algorithms for the time-fractional convection–diffusion equation, Limited memory block preconditioners for fast solution of fractional partial differential equations, A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations, Local discontinuous Galerkin method based on a family of second-order time approximation schemes for fractional mobile/immobile convection-diffusion equations, An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution, Dissipation-preserving Fourier pseudo-spectral method for the space fractional nonlinear sine-Gordon equation with damping, Fast implicit integration factor method for nonlinear space Riesz fractional reaction-diffusion equations, Fast conservative numerical algorithm for the coupled fractional Klein-Gordon-Schrödinger equation, A linearized finite difference scheme for time-space fractional nonlinear diffusion-wave equations with initial singularity, A fast implicit difference scheme for solving the generalized time–space fractional diffusion equations with variable coefficients, Fast calculation based on a spatial two‐grid finite element algorithm for a nonlinear space–time fractional diffusion model, Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps, A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations, An implicit robust numerical scheme with graded meshes for the modified Burgers model with nonlocal dynamic properties, An efficient numerical scheme and its analysis for the multiterm time‐fractional convection‐diffusion‐reaction equation, A Compact Difference Scheme for Time-Space Fractional Nonlinear Diffusion-Wave Equations with Initial Singularity, A fast linearized conservative finite element method for the strongly coupled nonlinear fractional Schrödinger equations, A fast solver for multidimensional time-space fractional diffusion equation with variable coefficients, A fast implicit difference scheme for a new class of time distributed-order and space fractional diffusion equations with variable coefficients, Outer synchronization of a class of mixed delayed complex networks based on pinning control, A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis, A numerical method for two-dimensional multi-term time-space fractional nonlinear diffusion-wave equations, A Crank-Nicolson ADI quadratic spline collocation method for two-dimensional Riemann-Liouville space-fractional diffusion equations, An efficient split-step quasi-compact finite difference method for the nonlinear fractional Ginzburg-Landau equations, A COMPACT DIFFERENCE SCHEME FOR FOURTH-ORDER FRACTIONAL SUB-DIFFUSION EQUATIONS WITH NEUMANN BOUNDARY CONDITIONS, Non-uniform L1/DG method for one-dimensional time-fractional convection equation, Fast IIF-WENO method on non-uniform meshes for nonlinear space-fractional convection-diffusion-reaction equations, Numerical Schemes for Time-Space Fractional Vibration Equations, A tailored finite point method for subdiffusion equation with anisotropic and discontinuous diffusivity, An efficient multigrid solver for two-dimensional spatial fractional diffusion equations with variable coefficients, Three-dimensional fractional total variation regularized tensor optimized model for image deblurring, Fast algorithms for high-dimensional variable-order space-time fractional diffusion equations, An implicit difference scheme and algorithm implementation for the one-dimensional time-fractional Burgers equations, A Lagrange-quadratic spline optimal collocation method for the time tempered fractional diffusion equation, A preconditioned fast parareal finite difference method for space-time fractional partial differential equation, An efficient parallel approximate algorithm for solving time fractional reaction-diffusion equations, Circulant preconditioners for a kind of spatial fractional diffusion equations, Fast second-order implicit difference schemes for time distributed-order and Riesz space fractional diffusion-wave equations, A linearized Crank–Nicolson Galerkin FEMs for the nonlinear fractional Ginzburg–Landau equation, Mixed finite-element method for multi-term time-fractional diffusion and diffusion-wave equations, A novel high order compact ADI scheme for two dimensional fractional integro-differential equations, A Fast Second-Order Implicit Difference Method for Time-Space Fractional Advection-Diffusion Equation, Nonconforming virtual element method for the time fractional reaction-subdiffusion equation with non-smooth data, An efficient second-order energy stable BDF scheme for the space fractional Cahn-Hilliard equation, An efficient matrix splitting preconditioning technique for two-dimensional unsteady space-fractional diffusion equations, An efficient difference scheme for the coupled nonlinear fractional Ginzburg–Landau equations with the fractional Laplacian, Preconditioners for all-at-once system from the fractional mobile/immobile advection-diffusion model, Two linearized schemes for time fractional nonlinear wave equations with fourth-order derivative, A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation, Fast L2-1\(_\sigma\) Galerkin FEMs for generalized nonlinear coupled Schrödinger equations with Caputo derivatives, A preconditioned fast quadratic spline collocation method for two-sided space-fractional partial differential equations, A limited-memory block bi-diagonal Toeplitz preconditioner for block lower triangular Toeplitz system from time-space fractional diffusion equation, A fast collocation algorithm for solving the time fractional heat equation, Numerical approximation of time-fractional Burgers-type equation, An implicit difference scheme for the fourth-order nonlinear non-local PIDEs with a weakly singular kernel, A computational macroscale model for the time fractional poroelasticity problem in fractured and heterogeneous media, A fast second-order implicit scheme for non-linear time-space fractional diffusion equation with time delay and drift term, Difference methods for solving nonlocal boundary value problems for fractional-order differential convection-diffusion equations with memory effect, A fast energy conserving finite element method for the nonlinear fractional Schrödinger equation with wave operator, FAST SECOND-ORDER ACCURATE DIFFERENCE SCHEMES FOR TIME DISTRIBUTED-ORDER AND RIESZ SPACE FRACTIONAL DIFFUSION EQUATIONS, Numerical Methods for the Time Fractional Convection-Diffusion-Reaction Equation, A note on the structured perturbation analysis for the inversion formula of Toeplitz matrices, Galerkin–Legendre spectral method for the distributed-order time fractional fourth-order partial differential equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives
• A novel numerical method for the time variable fractional order mobile-immobile advection-dispersion model
• Preconditioned iterative methods for fractional diffusion equation
• An unconditionally stable compact ADI method for three-dimensional time-fractional convection-diffusion equation
• Compact exponential scheme for the time fractional convection-diffusion reaction equation with variable coefficients
• A new difference scheme for the time fractional diffusion equation
• Fast finite difference methods for space-fractional diffusion equations with fractional derivative boundary conditions
• Numerical methods and analysis for a class of fractional advection-dispersion models
• A circulant preconditioner for fractional diffusion equations
• Finite difference approximations for the fractional advection-diffusion equation
• The sinc-Legendre collocation method for a class of fractional convection-diffusion equations with variable coefficients
• Strang-type preconditioners for solving fractional diffusion equations by boundary value methods
• Error estimate for the numerical solution of fractional reaction-subdiffusion process based on a meshless method
• Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations
• An algorithm for the numerical solution of two-sided space-fractional partial differential equations
• A characteristic difference method for the transient fractional convection-diffusion equations
• Approximate solution of the fractional advection-dispersion equation
• Numerical approximations and solution techniques for the space-time Riesz-Caputo fractional advection-diffusion equation
• Quadratic spline collocation method for the time fractional subdiffusion equation
• Preconditioned iterative methods for space-time fractional advection-diffusion equations
• A fourth-order approximation of fractional derivatives with its applications
• A method based on the Jacobi tau approximation for solving multi-term time-space fractional partial differential equations
• A finite difference method for fractional partial differential equation
• An algorithm for solving the fractional convection-diffusion equation with nonlinear source term
• A compact finite difference method for solving a class of time fractional convection-subdiffusion equations
• Finite difference methods for fractional dispersion equations
• Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation
• Finite difference approximations for a fractional advection diffusion problem
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation
• Fundamental solutions to time-fractional advection diffusion equation in a case of two space variables
• Finite difference approximations for fractional advection-dispersion flow equations
• Numerical solution of fractional advection-diffusion equation with a nonlinear source term
• Boundary particle method for Laplace transformed time fractional diffusion equations
• A high-order compact exponential scheme for the fractional convection-diffusion equation
• Stability and convergence of a finite volume method for the space fractional advection-dispersion equation
• On \(k\)-step CSCS-based polynomial preconditioners for Toeplitz linear systems with application to fractional diffusion equations
• Finite difference/spectral approximations for the time-fractional diffusion equation
• Compact finite difference scheme for the solution of time fractional advection-dispersion equation
• A high-order exponential ADI scheme for two dimensional time fractional convection-diffusion equations
• A high-order and unconditionally stable scheme for the modified anomalous fractional sub-diffusion equation with a nonlinear source term
• A spectral Legendre-Gauss-Lobatto collocation method for a space-fractional advection diffusion equations with variable coefficients
• Weighted finite difference methods for a class of space fractional partial differential equations with variable coefficients
• Time-dependent fractional advection-diffusion equations by an implicit MLS meshless method
• Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations
• Numerical Solution of Space-Time Fractional Convection-Diffusion Equations with Variable Coefficients Using Haar Wavelets
• Finite difference approximations for space–time fractional partial differential equation
• A NONSTANDARD FINITE DIFFERENCE SCHEME FOR TWO-SIDED SPACE-FRACTIONAL PARTIAL DIFFERENTIAL EQUATIONS
• Fractional kinetic equations: solutions and applications
• Solving nonlinear fractional partial differential equations using the homotopy analysis method
• Efficient Legendre spectral tau algorithm for solving the two-sided space–time Caputo fractional advection–dispersion equation
• Numerical solution for a class of fractional convection–diffusion equations using the flatlet oblique multiwavelets
• Numerical Methods in Matrix Computations
• Polynomial spectral collocation method for space fractional advection–diffusion equation
• Efficient Numerical Algorithms for Three-Dimensional Fractional Partial Differential Equations
• The random walk's guide to anomalous diffusion: A fractional dynamics approach