Residential College | false |
Status | 已發表Published |
Preconditioned iterative methods for space-time fractional advection-diffusion equations | |
Zhao Z.1; Jin X.-Q.2; Lin M.M.3 | |
2016-08-15 | |
Source Publication | Journal of Computational Physics |
ISSN | 10902716 00219991 |
Volume | 319Pages:266-279 |
Abstract | In this paper, we propose practical numerical methods for solving a class of initial-boundary value problems of space-time fractional advection-diffusion equations. First, we propose an implicit method based on two-sided Grünwald formulae and discuss its stability and consistency. Then, we develop the preconditioned generalized minimal residual (preconditioned GMRES) method and preconditioned conjugate gradient normal residual (preconditioned CGNR) method with easily constructed preconditioners. Importantly, because resulting systems are Toeplitz-like, fast Fourier transform can be applied to significantly reduce the computational cost. We perform numerical experiments to demonstrate the efficiency of our preconditioners, even in cases with variable coefficients. |
Keyword | Conjugate Gradient Normal Residual Method Fast Fourier Transform Fractional Diffusion Equations Generalized Minimal Residual Method Preconditioner Toeplitz Matrix |
DOI | 10.1016/j.jcp.2016.05.021 |
URL | View the original |
Indexed By | SCIE |
WOS Research Area | Computer Science ; Physics |
WOS Subject | Computer Science, Interdisciplinary Applications ; Physics, Mathematical |
WOS ID | WOS:000377044100014 |
Publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE |
Scopus ID | 2-s2.0-84976875340 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Affiliation | 1.Department of Mathematics, School of Science, Hangzhou Dianzi University, Hangzhou, China 2.Department of Mathematics, University of Macau, Macau, China 3.Department of Mathematics, National Chung Cheng University, Chia-Yi, Taiwan |
Recommended Citation GB/T 7714 | Zhao Z.,Jin X.-Q.,Lin M.M.. Preconditioned iterative methods for space-time fractional advection-diffusion equations[J]. Journal of Computational Physics, 2016, 319, 266-279. |
APA | Zhao Z.., Jin X.-Q.., & Lin M.M. (2016). Preconditioned iterative methods for space-time fractional advection-diffusion equations. Journal of Computational Physics, 319, 266-279. |
MLA | Zhao Z.,et al."Preconditioned iterative methods for space-time fractional advection-diffusion equations".Journal of Computational Physics 319(2016):266-279. |
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