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A τ-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation
Lin, Xue lei1,2; Huang, Xin3; Ng, Michael K.4; Sun, Hai Wei3
2023-01
Source PublicationNumerical Algorithms
ISSN1017-1398
Volume92Issue:1Pages:795 - 813
Abstract

In this paper, we study a τ-preconditioner for non-symmetric linear system arising from a steady-state multi-dimensional Riemann-Liouville (RL) fractional diffusion equation. The generalized minimal residual (GMRES) method is applied to solve the preconditioned linear system. Theoretically, we show that the GMRES solver for the preconditioned linear system has a convergence rate independent of discretization stepsizes. To the best of our knowledge, this is the first iterative solver with stepsize-independent convergence rate for the non-symmetric linear system. The proposed τ-preconditioner is diagonalizable by the sine transform matrix, thanks to which the matrix-vector multiplication in each iteration step can be fast implemented by the fast sine transform (FST). Hence, the total operation cost of the proposed solver for the non-symmetric problem is linearithmic. Numerical results are reported to show the efficiency of the proposed preconditioner.

KeywordConvergence Of Gmres Fractional Diffusion Equation Non-symmetric Linear System Preconditioning
DOI10.1007/s11075-022-01342-7
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000819727800001
PublisherSPRINGERVAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS
Scopus ID2-s2.0-85133259224
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorSun, Hai Wei
Affiliation1.Shenzhen JL Computational Science and Applied Research Institute, Shenzhen, China
2.Beijing Computational Science Research Center, Beijing, 100193, China
3.Department of Mathematics, University of Macau, Macao
4.Department of Mathematics, The University of Hong Kong, Pokfulam, Hong Kong
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Lin, Xue lei,Huang, Xin,Ng, Michael K.,et al. A τ-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation[J]. Numerical Algorithms, 2023, 92(1), 795 - 813.
APA Lin, Xue lei., Huang, Xin., Ng, Michael K.., & Sun, Hai Wei (2023). A τ-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation. Numerical Algorithms, 92(1), 795 - 813.
MLA Lin, Xue lei,et al."A τ-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation".Numerical Algorithms 92.1(2023):795 - 813.
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