Preconditioned iterative methods for space-time fractional advection-diffusion equations

DOI10.1016/J.JCP.2016.05.021zbMATH Open1349.65361arXiv1510.05089OpenAlexW2220286644MaRDI QIDQ726882FDOQ726882

Authors: Zhi Zhao, Matthew M. Lin, Xiao-Qing Jin 

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr"unwald formulae is proposed with a discussion of the stability and consistency. Then, the preconditioned generalized minimal residual (preconditioned GMRES) method and the preconditioned conjugate gradient normal residual ({preconditioned} CGNR) method, with an easily constructed preconditioner, are developed. Importantly, because the resulting systems are Topelitz-like, the fast Fourier transform can be applied to significantly reduce the computational cost. Numerical experiments are implemented to show the efficiency of our preconditioner, even with cases of variable coefficients.

Full work available at URL: https://arxiv.org/abs/1510.05089

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zbMATH Keywords

Toeplitz matrixgeneralized minimal residual methodpreconditionerfast Fourier transformfractional diffusion equationsconjugate gradient normal residual method

Mathematics Subject Classification ID

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) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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Cited In (40)

• Preconditioned iterative methods for two-dimensional space-fractional diffusion equations
• Kronecker product-based structure preserving preconditioner for three-dimensional space-fractional diffusion equations
• A wavelet collocation method based on Gegenbauer scaling function for solving fourth-order time-fractional integro-differential equations with a weakly singular kernel
• A banded preconditioning iteration method for time-space fractional advection-diffusion equations
• PCG method with Strang's circulant preconditioner for Hermitian positive definite linear system in Riesz space fractional advection-dispersion equations
• Preconditioned iterative methods for fractional diffusion equation
• A preconditioned fast finite element approximation to variable-order time-fractional diffusion equations in multiple space dimensions
• A fast finite difference method for distributed-order space-fractional partial differential equations on convex domains
• A fast method for variable-order space-fractional diffusion equations
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• Novel numerical techniques for the finite moment log stable computational model for European call option
• A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations
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• A numerical solution using an adaptively preconditioned Lanczos method for a class of linear systems related with the fractional Poisson equation
• Block preconditioning strategies for time-space fractional diffusion equations
• A divide-and-conquer fast finite difference method for space-time fractional partial differential equation
• Numerical solution of linear time-fractional Kuramoto-Sivashinsky equation via quintic B -splines

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