A circulant preconditioner for fractional diffusion equations
DOI10.1016/J.JCP.2013.02.025zbMATH Open1297.65095OpenAlexW2118160506MaRDI QIDQ401592FDOQ401592
Authors: Siu-Long Lei, Hai-Wei Sun
Publication date: 27 August 2014
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.025
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convergencestabilitynumerical experimentfast Fourier transformfinite difference schemefractional diffusion equationscirculant preconditionerpreconditioned conjugate gradient normal residual methodToeplitzshifted Grünwald discretization
Preconditioners for iterative methods (65F08) Heat equation (35K05) Fractional partial differential equations (35R11) 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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Cited In (only showing first 100 items - show all)
- Fourth order finite difference schemes for time-space fractional sub-diffusion equations
- Fast alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations
- Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations
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- Incomplete circulant and skew-circulant splitting iteration method for time-dependent space fractional diffusion equations
- Preconditioned iterative methods for fractional diffusion equation
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- Computational challenge of fractional differential equations and the potential solutions: a survey
- Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
- Mixed-type Galerkin variational principle and numerical simulation for a generalized nonlocal elastic model
- Fast numerical contour integral method for fractional diffusion equations
- Efficient and accurate spectral method using generalized Jacobi functions for solving Riesz fractional differential equations
- High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives
- A note on spectral norms of even-order \( r\)-circulant matrices
- A splitting preconditioner for Toeplitz-like linear systems arising from fractional diffusion equations
- A preconditioned fast parareal finite difference method for space-time fractional partial differential equation
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- Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations
- An efficient second-order convergent scheme for one-side space fractional diffusion equations with variable coefficients
- Efficient preconditioners for Radau-IIA time discretization of space fractional diffusion equations
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- Efficient spectral-Galerkin methods for fractional partial differential equations with variable coefficients
- A preconditioned fast Hermite finite element method for space-fractional diffusion equations
- A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices
- Circulant and skew-circulant splitting iteration for fractional advection-diffusion equations
- Circulant preconditioning technique for barrier options pricing under fractional diffusion models
- Fast iterative solvers for linear systems arising from time-dependent space-fractional diffusion equations
- A fast finite volume method for spatial fractional diffusion equations on nonuniform meshes
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- Point-wise error estimate of a conservative difference scheme for the fractional Schrödinger equation
- Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations
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- On ADI-like iteration method for fractional diffusion equations
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- Explicit determinants of the RFP\(r\)L\(r\)R circulant and RLP\(r\)F\(r\)L circulant matrices involving some famous numbers
- Exact determinants of some special circulant matrices involving four kinds of famous numbers
- A class of preconditioner for solving the Riesz distributed-order nonlinear space-fractional diffusion equations
- Numerical methods for fractional partial differential equations
- Multigrid preconditioners for anisotropic space-fractional diffusion equations
- Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation
- Fast matrix splitting preconditioners for higher dimensional spatial fractional diffusion equations
- Circulant preconditioned iterations for fractional diffusion equations based on Hermitian and skew-Hermitian splittings
- Spectral Analysis and Multigrid Methods for Finite Volume Approximations of Space-Fractional Diffusion Equations
- Finite difference schemes for two-dimensional time-space fractional differential equations
- Preconditioned iterative methods for space-time fractional advection-diffusion equations
- Error Estimates of Finite Difference Methods for the Fractional Poisson Equation with Extended Nonhomogeneous Boundary Conditions
- Efficient preconditioning for time fractional diffusion inverse source problems
- Fast preconditioned iterative methods for finite volume discretization of steady-state space-fractional diffusion equations
- Fast preconditioned iterative methods for fractional Sturm–Liouville equations
- On partially inexact HSS iteration methods for the complex symmetric linear systems in space fractional CNLS equations
- Fast second-order accurate difference schemes for time distributed-order and Riesz space fractional diffusion equations
- Fast numerical solution for fractional diffusion equations by exponential quadrature rule
- On \(k\)-step CSCS-based polynomial preconditioners for Toeplitz linear systems with application to fractional diffusion equations
- A divide-and-conquer fast finite difference method for space-time fractional partial differential equation
- Fast algorithms for high-order numerical methods for space-fractional diffusion equations
- A \(\tau \)-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation
- A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations with fractional derivative boundary conditions
- Numerical methods for nonlocal and fractional models
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- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps
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- Unconditionally convergent \(\tau\) splitting iterative methods for variable coefficient Riesz space fractional diffusion equations
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- Numerical solutions for asymmetric Lévy flights
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- A Runge-Kutta Gegenbauer spectral method for nonlinear fractional differential equations with Riesz fractional derivatives
- A fast preconditioning iterative method for solving the discretized second-order space-fractional advection-diffusion equations
- Fast solution methods for convex quadratic optimization of fractional differential equations
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- \(2n\)-by-\(2n\) circulant preconditioner for a kind of spatial fractional diffusion equations
- A class of unconditioned stable 4-point WSGD schemes and fast iteration methods for space fractional diffusion equations
- Spectral analysis of matrices in B-spline Galerkin methods for Riesz fractional equations
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
- One-parameter finite difference methods and their accelerated schemes for space-fractional sine-Gordon equations with distributed delay
- Fast numerical schemes for nonlinear space-fractional multidelay reaction-diffusion equations by implicit integration factor methods
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