Multigrid Waveform Relaxation for the Time-Fractional Heat Equation

DOI10.1137/16M1090193MaRDI QIDQ5348253zbMATH OpenOpenAlexFDO

Authors Carmen Rodrigo, Francisco José Gaspar

Publication date 15 August 2017

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

Full work available at URL https://arxiv.org/abs/1608.05400

zbMATH Keywords

algorithmnumerical experimentscomputational costmultigrid waveform relaxationtime-fractional heat equationsemialgebraic mode analysis

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Heat equation (35K05) Fractional partial differential equations (35R11) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Abstract: In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(NMlog(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented.

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Cited in

(21)

• Solving time-periodic fractional diffusion equations via diagonalization technique and multigrid.
• Numerical Method for the Time-Fractional Porous Medium Equation
• Second order scheme for self-similar solutions of a time-fractional porous medium equation on the half-line
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• Applications of time parallelization
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• Numerical modeling of a memory-based diffusivity equation and determination of its fractional order value
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• Multigrid methods for time fractional conservation laws
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• Asymptotic analysis for overlap in waveform relaxation methods for RC type circuits
• Efficient preconditioning for time fractional diffusion inverse source problems
• Waveform relaxation for fractional sub-diffusion equations

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• Wesseling

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