Preconditioned iterative methods for fractional diffusion equation

DOI10.1016/j.jcp.2013.07.040zbMath1349.65314OpenAlexW2055846437MaRDI QIDQ348301

Shi-Wei Yang, Fu-Rong Lin, Xiao-qing Jin

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.07.040

zbMATH Keywords

FFTToeplitz matrixpreconditioned GMRES methodfractional diffusion equationpreconditioned CGNR method

Mathematics Subject Classification ID

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) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Related Items

A new computational method based on fractional Lagrange functions to solve multi-term fractional differential equations, A fast method for variable-order space-fractional diffusion equations, A preconditioned fast Hermite finite element method for space-fractional diffusion equations, Block splitting preconditioner for time-space fractional diffusion equations, Fast numerical contour integral method for fractional diffusion equations, High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives, Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations, Limited memory block preconditioners for fast solution of fractional partial differential equations, Multigrid methods for space fractional partial differential equations, Well-conditioned fractional collocation methods using fractional Birkhoff interpolation basis, Gaussian radial basis function and quadrature sinc method for two-dimensional space-fractional diffusion equations, A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations, A class of unconditioned stable 4-point WSGD schemes and fast iteration methods for space fractional diffusion equations, Preconditioned iterative methods for fractional diffusion models in finance, A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models, On numerical contour integral method for fractional diffusion equations with variable coefficients, Variational image registration by a total fractional-order variation model, On CSCS-based iteration method for tempered fractional diffusion equations, Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy, Computational challenge of fractional differential equations and the potential solutions: a survey, Circulant-based approximate inverse preconditioners for a class of fractional diffusion equations, A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation, Preconditioned progressive iterative approximation for tensor product Bézier patches, Efficient preconditioners for Radau-IIA time discretization of space fractional diffusion equations, Preconditioning for symmetric positive definite systems in balanced fractional diffusion equations, DNT preconditioner for one-sided space fractional diffusion equations, Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation, Spectral Analysis for Preconditioning of Multi-Dimensional Riesz Fractional Diffusion Equations, Fast matrix splitting iteration method for the linear system from spatial fractional diffusion equations, Deep Neural Networks for Solving Large Linear Systems Arising from High-Dimensional Problems, A fast preconditioning iterative method for solving the discretized second-order space-fractional advection-diffusion equations, A matrix splitting preconditioning method for solving the discretized tempered fractional diffusion equations, 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, Fast TTTS iteration methods for implicit Runge-Kutta temporal discretization of Riesz space fractional advection-diffusion equations, A rational preconditioner for multi-dimensional Riesz fractional diffusion equations, An implicit difference scheme with the KPS preconditioner for two-dimensional time-space fractional convection-diffusion equations, A Mixed-Type Circulant Preconditioner for a Nonlocal Elastic Model, Fractional centered difference schemes and banded preconditioners for nonlinear Riesz space variable-order fractional diffusion equations, AI‐enhanced iterative solvers for accelerating the solution of large‐scale parametrized systems, Domain decomposition methods for space fractional partial differential equations, Banded $M$-Matrix Splitting Preconditioner for Riesz Space Fractional Reaction-Dispersion Equation, A Convergence Analysis of the MINRES Method for Some Hermitian Indefinite Systems, On ADI-like iteration method for fractional diffusion equations, Fast solution methods for Riesz space fractional diffusion equations with non-separable coefficients, Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations, Unnamed Item, On a second order scheme for space fractional diffusion equations with variable coefficients, On banded \(M\)-splitting iteration methods for solving discretized spatial fractional diffusion equations, On partially inexact HSS iteration methods for the complex symmetric linear systems in space fractional CNLS equations, Fast direct solver for CN-ADI-FV scheme to two-dimensional Riesz space-fractional diffusion equations, An efficient multigrid solver for two-dimensional spatial fractional diffusion equations with variable coefficients, A banded preconditioning iteration method for time-space fractional advection-diffusion equations, PCG method with Strang's circulant preconditioner for Hermitian positive definite linear system in Riesz space fractional advection-dispersion equations, IRK-WSGD methods for space fractional diffusion equations, Kronecker product based preconditioners for boundary value method discretizations of space fractional diffusion equations, A generalization of trigonometric transform splitting methods for spatial fractional diffusion equations, Circulant preconditioners for a kind of spatial fractional diffusion equations, Banded preconditioners for Riesz space fractional diffusion equations, Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations, Preconditioned iterative methods for space-time fractional advection-diffusion equations, Fast numerical solution for fractional diffusion equations by exponential quadrature rule, Stability and convergence of 3-point WSGD schemes for two-sided space fractional advection-diffusion equations with variable coefficients, An efficient matrix approach for the numerical solutions of electromagnetic wave model based on fractional partial derivative, Numerical solution for multi-dimensional Riesz fractional nonlinear reaction-diffusion equation by exponential Runge-Kutta method, A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation, Adaptive finite element method for fractional differential equations using hierarchical matrices, The accuracy and stability of CN-WSGD schemes for space fractional diffusion equation, A high-order algorithm for time-Caputo-tempered partial differential equation with Riesz derivatives in two spatial dimensions, A robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains, On \(\tau\) matrix-based approximate inverse preconditioning technique for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations, An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations, Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis, Block preconditioning strategies for time-space fractional diffusion equations, A fractional-order regularization with sparsity constraint for blind restoration of images, An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients, Kronecker product-based structure preserving preconditioner for three-dimensional space-fractional diffusion equations, Incomplete circulant and skew-circulant splitting iteration method for time-dependent space fractional diffusion equations

Uses Software

• FODE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finite difference approximations for the fractional advection-diffusion equation
• Multigrid method for fractional diffusion equations
• A characteristic difference method for the transient fractional convection-diffusion equations
• An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations
• Compact finite difference method for the fractional diffusion equation
• Numerical solutions for fractional reaction-diffusion equations
• Implicit finite difference approximation for time fractional diffusion equations
• Finite difference approximations for a fractional advection diffusion problem
• Numerical solution of the space fractional Fokker-Planck equation.
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Waiting-times and returns in high-frequency financial data: An empirical study
• Finite difference approximations for fractional advection-dispersion flow equations
• A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
• A novel solution for pressure drop in singly connected microchannels of arbitrary cross-section
• Finite difference/spectral approximations for the time-fractional diffusion equation
• A superfast-preconditioned iterative method for steady-state space-fractional diffusion equations
• A second-order accurate numerical approximation for the fractional diffusion equation
• Finite difference methods for two-dimensional fractional dispersion equation
• Finite difference approximations for two-sided space-fractional partial differential equations
• Wellposedness of Variable-Coefficient Conservative Fractional Elliptic Differential Equations
• Multigrid Method for Ill-Conditioned Symmetric Toeplitz Systems
• Conjugate Gradient Methods for Toeplitz Systems
• Iterative Solution Methods
• A Fast Finite Difference Method for Two-Dimensional Space-Fractional Diffusion Equations
• Finite Element Method for the Space and Time Fractional Fokker–Planck Equation
• Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
• An Introduction to Iterative Toeplitz Solvers