A circulant preconditioner for fractional diffusion equations
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circulant preconditionerconvergencefast Fourier transformfinite difference schemefractional diffusion equationsnumerical experimentpreconditioned conjugate gradient normal residual methodshifted Grünwald discretizationstabilityToeplitz
Heat equation (35K05) Fractional partial differential equations (35R11) Preconditioners for iterative methods (65F08) 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)
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Cites work
- 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
- A second-order accurate numerical approximation for the fractional diffusion equation
- An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations
- An Introduction to Iterative Toeplitz Solvers
- An Optimal Circulant Preconditioner for Toeplitz Systems
- Conjugate Gradient Methods for Toeplitz Systems
- Finite difference approximations for a fractional advection diffusion problem
- Finite difference approximations for fractional advection-dispersion flow equations
- Finite difference approximations for the fractional advection-diffusion equation
- Finite difference approximations for two-sided space-fractional partial differential equations
- Finite difference methods for two-dimensional fractional dispersion equation
- Finite element method for the space and time fractional Fokker-Planck equation
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- scientific article; zbMATH DE number 2118874 (Why is no real title available?)
- Implicit finite difference approximation for time fractional diffusion equations
- Multigrid method for fractional diffusion equations
- Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
- Numerical solution of the space fractional Fokker-Planck equation.
- Numerical solutions for fractional reaction-diffusion equations
- The accuracy and stability of an implicit solution method for the fractional diffusion equation
- Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner
- Waiting-times and returns in high-frequency financial data: An empirical study
Cited in
(only showing first 100 items - show all)- Circulant preconditioners for second order hyperbolic equations
- 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
- A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations
- A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models
- Computational challenge of fractional differential equations and the potential solutions: a survey
- Unconditional convergence in maximum-norm of a second-order linearized scheme for a time-fractional Burgers-type equation
- A fast numerical method for two-dimensional Riesz space fractional diffusion equations on a convex bounded region
- Fractional PDE constrained optimization: an optimize-then-discretize approach with L-BFGS and approximate inverse preconditioning
- A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations
- Domain decomposition methods for space fractional partial differential equations
- Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
- A fast linearized conservative finite element method for the strongly coupled nonlinear fractional Schrödinger equations
- Mixed-type Galerkin variational principle and numerical simulation for a generalized nonlocal elastic model
- A fast implicit difference scheme for a new class of time distributed-order and space fractional diffusion equations with variable coefficients
- Fast parareal iterations for fractional diffusion equations
- An efficient iteration method for Toeplitz-plus-band triangular systems generated from fractional ordinary differential equation
- Exact determinants of some special circulant matrices involving four kinds of famous numbers
- Determinants, norms, and the spread of circulant matrices with Tribonacci and generalized Lucas numbers
- Explicit determinants of the RFPrLrR circulant and RLPrFrL circulant matrices involving some famous numbers
- On banded \(M\)-splitting iteration methods for solving discretized spatial fractional diffusion equations
- On HSS-like iteration method for the space fractional coupled nonlinear Schrödinger equations
- A fast finite difference method for distributed-order space-fractional partial differential equations on convex domains
- A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations with fractional derivative boundary conditions
- Efficient preconditioner of one-sided space fractional diffusion equation
- Fast IIF-WENO method on non-uniform meshes for nonlinear space-fractional convection-diffusion-reaction equations
- 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 preconditioned fast parareal finite difference method for space-time fractional partial differential equation
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models
- A generalization of trigonometric transform splitting methods for spatial fractional diffusion equations
- Fourth order finite difference schemes for time-space fractional sub-diffusion equations
- A note on efficient preconditioner of implicit Runge-Kutta methods with application to fractional diffusion equations
- Fast dissipation-preserving difference scheme for nonlinear generalized wave equations with the integral fractional Laplacian
- Fast second-order implicit difference schemes for time distributed-order and Riesz space fractional diffusion-wave equations
- Banded preconditioners for Riesz space fractional diffusion equations
- Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
- Numerical solutions for asymmetric Lévy flights
- Lopsided scaled HSS preconditioner for steady-state space-fractional diffusion equations
- An efficient second-order energy stable BDF scheme for the space fractional Cahn-Hilliard equation
- A preconditioner based on sine transform for two-dimensional semi-linear Riesz space fractional diffusion equations in convex domains
- Splitting preconditioning based on sine transform for time-dependent Riesz space fractional diffusion equations
- Numerical solution for multi-dimensional Riesz fractional nonlinear reaction-diffusion equation by exponential Runge-Kutta method
- A fast finite volume method for spatial fractional diffusion equations on nonuniform meshes
- On \(\tau\) matrix-based approximate inverse preconditioning technique for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations
- An unconditionally convergent RSCSCS iteration method for Riesz space fractional diffusion equations with variable coefficients
- An efficient multigrid method with preconditioned smoother for two-dimensional anisotropic space-fractional diffusion equations
- A class of preconditioner for solving the Riesz distributed-order nonlinear space-fractional diffusion equations
- A note on the structured perturbation analysis for the inversion formula of Toeplitz matrices
- A GPIU method for fractional diffusion equations
- Block splitting preconditioner for time-space fractional diffusion equations
- Band-Toeplitz preconditioners for ill-conditioned Toeplitz systems
- Gaussian radial basis function and quadrature sinc method for two-dimensional space-fractional diffusion equations
- On single-step HSS iterative method with circulant preconditioner for fractional diffusion equations
- A class of unconditioned stable 4-point WSGD schemes and fast iteration methods for space fractional diffusion equations
- Preconditioners with symmetrized techniques for space fractional Cahn-Hilliard equations
- Efficient preconditioners for Radau-IIA time discretization of space fractional diffusion equations
- A Legendre spectral method on graded meshes for the two-dimensional multi-term time-fractional diffusion equation with non-smooth solutions
- Fast implicit integration factor method for nonlinear space Riesz fractional reaction-diffusion equations
- Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations
- Preconditioned quasi-compact boundary value methods for space-fractional diffusion equations
- Fast compact implicit integration factor method with non-uniform meshes for the two-dimensional nonlinear Riesz space-fractional reaction-diffusion equation
- Multigrid preconditioners for anisotropic space-fractional diffusion equations
- An implicit difference scheme with the KPS preconditioner for two-dimensional time-space fractional convection-diffusion equations
- Iterative low-rank approximation solvers for the extension method for fractional diffusion
- Linearized ADI schemes for two-dimensional space-fractional nonlinear Ginzburg-Landau equation
- Fractional Laplace operator in two dimensions, approximating matrices, and related spectral analysis
- Preconditioned GMRES method for a class of Toeplitz linear systems in fractional eigenvalue problems
- A fast temporal second-order compact ADI difference scheme for the 2D multi-term fractional wave equation
- Fast matrix splitting preconditioners for higher dimensional spatial fractional diffusion equations
- All-at-once multigrid approaches for one-dimensional space-fractional diffusion 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
- Fast numerical schemes for nonlinear space-fractional multidelay reaction-diffusion equations by implicit integration factor methods
- A note on the stability of a second order finite difference scheme for space fractional diffusion equations
- Circulant preconditioners for a kind of spatial fractional diffusion equations
- Superconvergence points for the spectral interpolation of Riesz fractional derivatives
- An efficient second-order convergent scheme for one-side space fractional diffusion equations with variable coefficients
- Adaptive finite element method for fractional differential equations using hierarchical matrices
- 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 robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains
- Optimal control of diffusion equation with fractional time derivative with nonlocal and nonsingular Mittag-Leffler kernel
- Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis
- Preconditioned modified Hermitian and skew-Hermitian splitting iteration methods for fractional nonlinear Schrödinger equations
- A fast second-order implicit scheme for non-linear time-space fractional diffusion equation with time delay and drift term
- Block preconditioning strategies for time-space fractional diffusion equations
- On \(k\)-step CSCS-based polynomial preconditioners for Toeplitz linear systems with application to fractional diffusion equations
- A preconditioned fast Hermite finite element method for space-fractional diffusion equations
- Multigrid methods for space fractional partial differential equations
- 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
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
- Preprocessing schemes for fractional-derivative problems to improve their convergence rates
- Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation
- An improved Yuan-Agrawal method with rapid convergence rate for fractional differential equations
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