Second-order LOD multigrid method for multidimensional Riesz fractional diffusion equation

DOI10.1007/S10543-014-0477-1zbMATH Open1301.35200arXiv1301.2643OpenAlexW2085429036MaRDI QIDQ466801FDOQ466801

Authors: Minghua Chen, Yantao Wang, Xiao Cheng, Weihua Deng 

Publication date: 31 October 2014

Published in: BIT (Search for Journal in Brave)

Abstract: We propose a locally one dimensional (LOD) finite difference method for multidimensional Riesz fractional diffusion equation with variable coefficients on a finite domain. The numerical method is second-order convergent in both space and time directions, and its unconditional stability is strictly proved. Comparing with the popular first-order finite difference method for fractional operator, the form of obtained matrix algebraic equation is changed from $(I-A)u^{k+1}=u^k+b^{k+1}$ to $(I-widetildeA)u^{k+1}=(I+widetildeB)u^k+{ildeb}^{k+1/2}$; the three matrices $A$, $widetildeA$ and $widetildeB$ are all Toeplitz-like, i.e., they have completely same structure and the computational count for matrix vector multiplication is $mathcalO(NlogN)$; and the computational costs for solving the two matrix algebraic equations are almost the same. The LOD-multigrid method is used to solve the resulting matrix algebraic equation, and the computational count is $mathcalO(NlogN)$ and the required storage is $mathcalO(N)$, where $N$ is the number of grid points. Finally, the extensive numerical experiments are performed to show the powerfulness of the second-order scheme and the LOD-multigrid method.

Full work available at URL: https://arxiv.org/abs/1301.2643

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zbMATH Keywords

Riesz fractional diffusion equationmultigrid methodsecond-order discretizationToeplitz and circulant matrices

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

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Cited In (23)

• A Multigrid Method for Nonlocal Problems: Non--Diagonally Dominant or Toeplitz-Plus-Tridiagonal Systems
• High Order Algorithms for the Fractional Substantial Diffusion Equation with Truncated Lévy Flights
• A second-order accurate scheme for two-dimensional space fractional diffusion equations with time Caputo-Fabrizio fractional derivative
• A Note on Parallel Preconditioning for the All-at-Once Solution of Riesz Fractional Diffusion Equations
• Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
• Uniform convergence of V-cycle multigrid algorithms for two-dimensional fractional Feynman-Kac equation
• Galerkin finite element method for two-dimensional Riesz space fractional diffusion equations
• Adaptive finite element method for fractional differential equations using hierarchical matrices
• Crank-Nicolson ADI Galerkin finite element method for two-dimensional fractional Fitzhugh-Nagumo monodomain model
• Uniform convergence of V-cycle multigrid finite element method for one-dimensional time-dependent fractional problem
• Convergence Analysis of a Multigrid Method for a Nonlocal Model
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• Generalized finite difference method for a class of multidimensional space-fractional diffusion equations
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• Some high order difference schemes for the space and time fractional Bloch-Torrey equations
• A Simple Solver for the Fractional Laplacian in Multiple Dimensions
• A second-order accurate numerical method for the space-time tempered fractional diffusion-wave equation
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Uses Software

• Wesseling

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