Second-order LOD multigrid method for multidimensional Riesz fractional diffusion equation

DOI10.1007/S10543-014-0477-1MaRDI QIDQ466801zbMATH OpenOpenAlexFDO

Authors Minghua Chen, Yantao Wang, Xiao Cheng, Weihua Deng

Publication date 31 October 2014

Published in BIT (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.2643

zbMATH Keywords

Riesz fractional diffusion equationmultigrid methodsecond-order discretizationToeplitz and circulant matrices

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Abstract: We propose a locally one dimensional (LOD) finite difference method for multidimensional Riesz fractional diffusion equation with variable coefficients on a finite domain. The numerical method is second-order convergent in both space and time directions, and its unconditional stability is strictly proved. Comparing with the popular first-order finite difference method for fractional operator, the form of obtained matrix algebraic equation is changed from $(I-A)u^{k+1}=u^k+b^{k+1}$ to $(I-widetildeA)u^{k+1}=(I+widetildeB)u^k+{ildeb}^{k+1/2}$; the three matrices $A$, $widetildeA$ and $widetildeB$ are all Toeplitz-like, i.e., they have completely same structure and the computational count for matrix vector multiplication is $mathcalO(NlogN)$; and the computational costs for solving the two matrix algebraic equations are almost the same. The LOD-multigrid method is used to solve the resulting matrix algebraic equation, and the computational count is $mathcalO(NlogN)$ and the required storage is $mathcalO(N)$, where $N$ is the number of grid points. Finally, the extensive numerical experiments are performed to show the powerfulness of the second-order scheme and the LOD-multigrid method.

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Cited in

(23)

• Fast algebraic multigrid for block-structured dense systems arising from nonlocal diffusion problems
• Adaptive finite element method for fractional differential equations using hierarchical matrices
• Second-order BDF time approximation for Riesz space-fractional diffusion equations
• The locally extrapolated exponential splitting scheme for multi-dimensional nonlinear space-fractional Schrödinger equations
• A multigrid method for nonlocal problems: non-diagonally dominant or Toeplitz-plus-tridiagonal systems
• Crank-Nicolson alternative direction implicit method for space-fractional diffusion equations with nonseparable coefficients
• Fast and high-order accuracy numerical methods for time-dependent nonlocal problems in \(\mathbb{R}^2\)
• Generalized finite difference method for a class of multidimensional space-fractional diffusion equations
• Convergence analysis of a multigrid method for a nonlocal model
• Central local discontinuous Galerkin method for the space fractional diffusion equation
• Analysis and numerical simulation of cross reaction–diffusion systems with the Caputo–Fabrizio and Riesz operators
• A note on parallel preconditioning for the all-at-once solution of Riesz fractional diffusion equations
• High order algorithms for the fractional substantial diffusion equation with truncated Lévy flights
• Some high order difference schemes for the space and time fractional Bloch-Torrey equations
• Uniform convergence of V-cycle multigrid algorithms for two-dimensional fractional Feynman-Kac equation
• A simple solver for the fractional Laplacian in multiple dimensions
• A second-order accurate numerical method for the space-time tempered fractional diffusion-wave equation
• Galerkin finite element method for two-dimensional Riesz space fractional diffusion equations
• Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
• Crank-Nicolson ADI Galerkin finite element method for two-dimensional fractional Fitzhugh-Nagumo monodomain model
• Uniform convergence of V-cycle multigrid finite element method for one-dimensional time-dependent fractional problem
• Fast numerical solution for fractional diffusion equations by exponential quadrature rule
• A second-order accurate scheme for two-dimensional space fractional diffusion equations with time Caputo-Fabrizio fractional derivative

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