Fast second-order accurate difference schemes for time distributed-order and Riesz space fractional diffusion equations

DOI10.11948/2156-907X.20180247MaRDI QIDQ5859404zbMATH OpenFDO

Authors Huan-Yan Jian, Xi-Le Zhao, Yong-Liang Zhao, Ting-Zhu Huang

Publication date 16 April 2021

Published in Journal of Applied Analysis & Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.10320

zbMATH Keywords

circulant preconditionerdistributed-order equationKrylov subspace methodmulti-term fractional diffusionToeplitz matrix

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Fractional partial differential equations (35R11) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Abstract: The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and two-dimensional problems as follows: we first transform the time distributed-order fractional diffusion problem into the multi-term time-space fractional diffusion problem with the composite trapezoid formula. Then, we propose a second-order accurate difference scheme based on the interpolation approximation on a special point to solve the resultant problem. Meanwhile, the unconditional stability and convergence of the new difference scheme in $L_2$-norm are proved. Furthermore, we find that the discretizations lead to a series of Toeplitz systems which can be efficiently solved by Krylov subspace methods with suitable circulant preconditioners. Finally, numerical results are presented to show the effectiveness of the proposed difference methods and demonstrate the fast convergence of our preconditioned Krylov subspace methods.

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Cited in

(13)

• A fast implicit difference scheme for a new class of time distributed-order and space fractional diffusion equations with variable coefficients
• Numerical analysis and fast implementation of a fourth-order difference scheme for two-dimensional space-fractional diffusion equations
• Fast second-order implicit difference schemes for time distributed-order and Riesz space fractional diffusion-wave equations
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• A fast second-order difference scheme for the space-time fractional equation
• An -robust fast algorithm for distributed-order time-space fractional diffusion equation with weakly singular solution

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