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Circulant preconditioners for a kind of spatial fractional diffusion equations
Fang, Z.W.; Ng, M.K.; Sun, H. W.
2019-11-01
Source PublicationNumerical Algorithm
ISSN1017-1398
Pages729-747
Abstract

In this paper, circulant preconditioners are studied for discretized matrices arising from finite difference schemes for a kind of spatial fractional diffusion equations. The fractional differential operator is comprised of left-sided and right-sided derivatives with order in (1/ 2,1). The resulting discretized matrices preserve Toeplitz-like structure and hence their matrix-vector multiplications can be computed efficiently by the fast Fourier transform. Theoretically, the spectra of the circulant preconditioned matrices are shown to be clustered around 1 under some conditions. Numerical experiments are presented to demonstrate that the preconditioning technique is very efficient.

KeywordFractional Diffusion Equation Toeplitz Matrix Circulant Preconditioner Fast Fourier Transform Krylov Subspace Methods
DOI10.1007/s11075-018-0623-y
Language英語English
The Source to ArticlePB_Publication
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Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Recommended Citation
GB/T 7714
Fang, Z.W.,Ng, M.K.,Sun, H. W.. Circulant preconditioners for a kind of spatial fractional diffusion equations[J]. Numerical Algorithm, 2019, 729-747.
APA Fang, Z.W.., Ng, M.K.., & Sun, H. W. (2019). Circulant preconditioners for a kind of spatial fractional diffusion equations. Numerical Algorithm, 729-747.
MLA Fang, Z.W.,et al."Circulant preconditioners for a kind of spatial fractional diffusion equations".Numerical Algorithm (2019):729-747.
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