A reduced conjugate gradient basis method for fractional diffusion

arXiv2305.18038MaRDI QIDQ6438331FDOQ6438331

Authors: Yu-Wen Li, Ludmil T. Zikatanov, Cheng Zuo 

Publication date: 29 May 2023

Abstract: This work is on a fast and accurate reduced basis method for solving discretized fractional elliptic partial differential equations (PDEs) of the form $mathcal{A}^{s}u=f$ by rational approximation. A direct computation of the action of such an approximation would require solving multiple (20$sim$30) large-scale sparse linear systems. Our method constructs the reduced basis using the first few directions obtained from the preconditioned conjugate gradient method applied to one of the linear systems. As shown in the theory and experiments, only a small number of directions (5$sim$10) are needed to approximately solve all large-scale systems on the reduced basis subspace. This reduces the computational cost dramatically because: (1) We only use one of the large-scale problems to construct the basis; and (2) all large-scale problems restricted to the subspace have much smaller sizes. We test our algorithms for fractional PDEs on a 3d Euclidean domain, a 2d surface, and random combinatorial graphs. We also use a novel approach to construct the rational approximation for the fractional power function by the orthogonal greedy algorithm (OGA).

Has companion code repository: https://github.com/yuwenli925/rcgbm

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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