A fast method for variable-order space-fractional diffusion equations

DOI10.1007/S11075-020-00875-ZzbMATH Open1456.65132arXiv1907.02697OpenAlexW3005311848MaRDI QIDQ827094FDOQ827094

Authors: Jinhong Jia, Xiangcheng Zheng, Hongfei Fu, Hong Wang, Ping-Fei Dai 

Publication date: 6 January 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Abstract: We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the resulting stiffness matrix of the numerical approximation does not have a Toeplitz-like structure. In this paper we derive a fast approximation of the coefficient matrix by the means of a sum of Toeplitz matrices multiplied by diagonal matrices. We show that the approximation is asymptotically consistent with the original problem, which requires $O(kNlo{g}^{2}N)$ memory and $O(kNlo{g}^{3}N)$ computational complexity with $N$ and $k$ being the numbers of unknowns and the approximants, respectively. Numerical experiments are presented to demonstrate the effectiveness and the efficiency of the proposed method.

Full work available at URL: https://arxiv.org/abs/1907.02697

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zbMATH Keywords

Toeplitz matrixcollocation methoddivide-and-conquer algorithmvariable-order space-fractional diffusion equation

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited In (31)

• Fast finite volume methods for space-fractional diffusion equations
• A parareal finite volume method for variable-order time-fractional diffusion equations
• Least-squared mixed variational formulation based on space decomposition for a kind of variable-coefficient fractional diffusion problems
• A preconditioned fast finite element approximation to variable-order time-fractional diffusion equations in multiple space dimensions
• Fast matrix splitting iteration method for the linear system from spatial fractional diffusion equations
• Variable order fractional grey model and its application
• Uniquely identifying the variable order of time-fractional partial differential equations on general multi-dimensional domains
• Mathematical analysis and efficient finite element approximation for variable‐order time‐fractional reaction–diffusion equation with nonsingular kernel
• An optimal-order numerical approximation to variable-order space-fractional diffusion equations on uniform or graded meshes
• A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis
• All-at-once method for variable-order time fractional diffusion equations
• Analysis and numerical approximation for a nonlinear hidden-memory variable-order fractional stochastic differential equation
• A fast and spectrally convergent algorithm for rational-order fractional integral and differential equations
• A finite difference method for space fractional differential equations with variable diffusivity coefficient
• A hidden-memory variable-order time-fractional optimal control model: analysis and approximation
• Numerical analysis of a fast finite element method for a hidden-memory variable-order time-fractional diffusion equation
• Robust fast method for variable-order time-fractional diffusion equations without regularity assumptions of the true solutions
• Fast algorithms for high-dimensional variable-order space-time fractional diffusion equations
• An efficient quadratic finite volume method for variable coefficient Riesz space-fractional diffusion equations
• Error estimate of finite element approximation for two-sided space-fractional evolution equation with variable coefficient
• A fast algorithm for time-fractional diffusion equation with space-time-dependent variable order
• Analysis and fast approximation of a steady-state spatially-dependent distributed-order space-fractional diffusion equation
• An indirect collocation method for variable-order fractional wave equations on uniform or graded meshes and its optimal error estimates
• Optimal-order finite element approximations to variable-coefficient two-sided space-fractional advection-reaction-diffusion equations in three space dimensions
• Space-fractional diffusion with variable order and diffusivity: discretization and direct solution strategies
• A mixed‐type Galerkin variational formulation and fast algorithms for variable‐coefficient fractional diffusion equations
• On the convergence of piecewise polynomial collocation methods for variable-order space-fractional diffusion equations
• On the numerical solution of the diffusion equation with variable space operator
• A fast second-order accurate method for a two-sided space-fractional diffusion equation with variable coefficients
• A \(\tau \)-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation
• Finite element discretizations for variable-order fractional diffusion problems

Uses Software

• FODE

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