Fast Iterative Solvers for Linear Systems Arising from Time-Dependent Space-Fractional Diffusion Equations

DOI10.1137/15M1030273zbMath1348.65067OpenAlexW2513064071MaRDI QIDQ2821777

Jianyu Pan, Hong Wang, Michael Kwok-Po Ng

Publication date: 23 September 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1030273

zbMATH Keywords

numerical examplesiterative methodsfinite volumepreconditionersfinite differencespectral analysisKrylov subspace methodsfractional diffusion equationsToeplitz-like matriceslocal mass conservative form

Mathematics Subject Classification ID

Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08) Fractional partial differential equations (35R11) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

Related Items

Numerical methods for nonlocal and fractional models, Stability and convergence of a Crank-Nicolson finite volume method for space fractional diffusion equations, Spectral Analysis and Multigrid Methods for Finite Volume Approximations of Space-Fractional Diffusion Equations, Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy, Circulant-based approximate inverse preconditioners for a class of fractional diffusion equations, Preconditioning for symmetric positive definite systems in balanced fractional diffusion equations, A class of preconditioners based on positive-definite operator splitting iteration methods for variable-coefficient space-fractional diffusion equations, Least-squared mixed variational formulation based on space decomposition for a kind of variable-coefficient fractional diffusion problems, A fast implicit difference scheme for solving the generalized time–space fractional diffusion equations with variable coefficients, Fast preconditioned iterative methods for fractional Sturm–Liouville equations, Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations, A finite volume method for two-dimensional Riemann-Liouville space-fractional diffusion equation and its efficient implementation, A fast temporal second-order compact ADI difference scheme for the 2D multi-term fractional wave equation, Mixed finite element method for the nonlinear time-fractional stochastic fourth-order reaction-diffusion equation, A fast finite difference method for distributed-order space-fractional partial differential equations on convex domains, A divide-and-conquer fast finite difference method for space-time fractional partial differential equation, Fast direct solver for CN-ADI-FV scheme to two-dimensional Riesz space-fractional diffusion equations, A preconditioned fast parareal finite difference method for space-time fractional partial differential equation, Circulant preconditioners for a kind of spatial fractional diffusion equations, A class of shifted high-order numerical methods for the fractional mobile/immobile transport equations, Fast Solvers for Two-Dimensional Fractional Diffusion Equations Using Rank Structured Matrices, Fast and high-order accuracy numerical methods for time-dependent nonlocal problems in \(\mathbb{R}^2\), An efficient finite volume method for nonlinear distributed-order space-fractional diffusion equations in three space dimensions, Computing symmetric solutions of general Sylvester matrix equations via Lanczos version of biconjugate residual algorithm, An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients

Cites Work

• Unnamed Item
• Low-rank solvers for fractional differential equations
• Fast alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations
• A circulant preconditioner for fractional diffusion equations
• Multigrid method for fractional diffusion equations
• Fast preconditioned iterative methods for finite volume discretization of steady-state space-fractional diffusion equations
• An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations
• Spectral analysis and structure preserving preconditioners for fractional diffusion equations
• Propriétés des matrices ``bien localisées près de leur diagonale et quelques applications. (Properties of matrices ``well localized near the diagonal and some applications)
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Four short stories about Toeplitz matrix calculations
• A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
• A superfast-preconditioned iterative method for steady-state space-fractional diffusion equations
• Wellposedness of Variable-Coefficient Conservative Fractional Elliptic Differential Equations
• A Proposal for Toeplitz Matrix Calculations
• Conjugate Gradient Methods for Toeplitz Systems
• Circulant Preconditioners for Hermitian Toeplitz Systems
• Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations