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

DOI10.1016/j.jcp.2016.05.021zbMath1349.65361arXiv1510.05089OpenAlexW2220286644MaRDI QIDQ726882

Matthew M. Lin, Zhi Zhao, Xiao-qing Jin

Publication date: 5 December 2016

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

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

zbMATH Keywords

fast Fourier transformToeplitz matrixpreconditionergeneralized minimal residual methodfractional diffusion equationsconjugate gradient normal residual method

Mathematics Subject Classification ID

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) Fractional partial differential equations (35R11) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Related Items

A fast method for variable-order space-fractional diffusion equations ⋮ Stability and convergence of a Crank-Nicolson finite volume method for space fractional diffusion equations ⋮ A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations ⋮ Unconditional convergence in maximum-norm of a second-order linearized scheme for a time-fractional Burgers-type equation ⋮ Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation ⋮ A fast preconditioning iterative method for solving the discretized second-order space-fractional advection-diffusion equations ⋮ A compact finite difference scheme for the fourth‐order time‐fractional integro‐differential equation with a weakly singular kernel ⋮ Fully spectral‐Galerkin method for the one‐ and two‐dimensional fourth‐order time‐fractional partial integro‐differential equations with a weakly singular kernel ⋮ A fast implicit difference scheme for solving the generalized time–space fractional diffusion equations with variable coefficients ⋮ Novel numerical techniques for the finite moment log stable computational model for European call option ⋮ Divide-and-conquer solver in tensor-train format for \(d\)-dimensional time-space fractional diffusion equations ⋮ Numerical solution of linear time-fractional Kuramoto-Sivashinsky equation via quintic B -splines ⋮ Trapezoidal scheme for time-space fractional diffusion equation with Riesz derivative ⋮ Banded $M$-Matrix Splitting Preconditioner for Riesz Space Fractional Reaction-Dispersion Equation ⋮ A fast solver for multidimensional time-space fractional diffusion equation with variable coefficients ⋮ A fast finite difference method for distributed-order space-fractional partial differential equations on convex domains ⋮ A divide-and-conquer fast finite difference method for space-time fractional partial differential equation ⋮ A Fast Second-Order Implicit Difference Method for Time-Space Fractional Advection-Diffusion Equation ⋮ Time-space spectral Galerkin method for time-fractional fourth-order partial differential equations ⋮ A wavelet collocation method based on Gegenbauer scaling function for solving fourth-order time-fractional integro-differential equations with a weakly singular kernel

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Numerical analysis of a new space-time variable fractional order advection-dispersion equation
• A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients
• Preconditioned iterative methods for fractional diffusion equation
• Numerical methods and analysis for a class of fractional advection-dispersion models
• A circulant preconditioner for fractional diffusion equations
• Multigrid method for fractional diffusion equations
• A second-order accurate numerical method for the two-dimensional fractional diffusion equation
• Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation
• Finite difference approximations for a fractional advection diffusion problem
• Numerical solution of the space fractional Fokker-Planck equation.
• Waiting-times and returns in high-frequency financial data: An empirical study
• Finite difference approximations for fractional advection-dispersion flow equations
• A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
• Stability and convergence of a finite volume method for the space fractional advection-dispersion equation
• A novel solution for pressure drop in singly connected microchannels of arbitrary cross-section
• A second-order accurate numerical approximation for the fractional diffusion equation
• A characteristic difference method for the variable-order fractional advection-diffusion equation
• Finite difference methods for two-dimensional fractional dispersion equation
• Finite difference approximations for two-sided space-fractional partial differential equations
• Stochastic solution of space-time fractional diffusion equations
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• On a system of differential equations with fractional derivatives arising in rod theory
• Conjugate Gradient Methods for Toeplitz Systems
• Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
• An Introduction to Iterative Toeplitz Solvers
• A novel numerical approximation for the space fractional advection-dispersion equation
• The numerical solution of fractional differential equations: speed versus accuracy

This page was built for publication: Preconditioned iterative methods for space-time fractional advection-diffusion equations