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

DOI10.1016/J.CAMWA.2021.05.003arXiv2005.08534MaRDI QIDQ6340905FDOQ6340905

Authors: Huan-Yan Jian, Ting-Zhu Huang, Xian-Ming Gu, Xi-Le Zhao, Yong-Liang Zhao 

Publication date: 18 May 2020

Abstract: In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$ddotmu$nwald formula in time and the fractional centered difference formula in space. The unconditional stability and second-order convergence in time, space and distributed-order of the difference schemes are analyzed. In the one-dimensional case, the Gohberg-Semencul formula utilizing the preconditioned Krylov subspace method is developed to solve the symmetric positive definite Toeplitz linear systems derived from the proposed difference scheme. In the two-dimensional case, we also design a global preconditioned conjugate gradient method with a truncated preconditioner to solve the discretized Sylvester matrix equations. We prove that the spectrums of the preconditioned matrices in both cases are clustered around one, such that the proposed numerical methods with preconditioners converge very quickly. Some numerical experiments are carried out to demonstrate the effectiveness of the proposed difference schemes and show that the performances of the proposed fast solution algorithms are better than other numerical methods.

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Toeplitz, Cauchy, and related matrices (15B05) Fractional derivatives and integrals (26A33) 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) Finite difference methods for boundary value problems involving PDEs (65N06)

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