Multigrid Waveform Relaxation for the Time-Fractional Heat Equation
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Publication:5348253
DOI10.1137/16M1090193zbMATH Open1371.65103arXiv1608.05400OpenAlexW2963027558MaRDI QIDQ5348253FDOQ5348253
Authors: Carmen Rodrigo, Francisco José Gaspar 
Publication date: 15 August 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
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 operations, where is the number of time steps and 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.
Full work available at URL: https://arxiv.org/abs/1608.05400
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algorithmnumerical experimentscomputational costmultigrid waveform relaxationtime-fractional heat equationsemialgebraic mode analysis
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)
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Cited In (21)
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