Residential College | false |
Status | 已發表Published |
An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients | |
Fang,Zhi Wei; Sun,Hai Wei; Wei,Hui Qin | |
2020-02-24 | |
Source Publication | International Journal of Computer Mathematics |
ISSN | 0020-7160 |
Volume | 97Issue:3Pages:523-545 |
Abstract | In this paper, we study the discretized linear systems arising from the space-fractional diffusion equations with piecewise continuous coefficients. Using the implicit finite difference scheme with the shifted Grünwald discretization, the resulting linear systems are Toeplitz-like which can be written as the sum of a scaled identity matrix and two diagonal-times-Toeplitz matrices. Standard circulant preconditioners and the existing approximate circulant-inverse preconditioner do not work for such Toeplitz-like linear systems since the discontinuous diffusion coefficients cannot be well approximated by interpolation polynomials. The main aim of this paper is to propose a new approximate circulant-inverse preconditioner to handle the fractional diffusion equations when the diffusion coefficients are piecewise continuous with finite jump discontinuities. Our idea is to approximate the eigenvalues of circulant matrices by the interpolation formula instead of approximating the diffusion coefficients as done by the existing algorithms. Therefore, the discontinuity of the diffusion coefficients does not influence the efficiency of the preconditioner. Theoretically, the spectra of the resulting preconditioned matrices are shown to be clustered around one, which can guarantee the fast convergence rate of the proposed preconditioner. Numerical examples are provided to demonstrate the effectiveness of our method. |
Keyword | Approximate Inverse Circulant Matrix Fast Fourier Transform Fractional Diffusion Equation Krylov Subspace Methods Piecewise Continuous Coefficients Toeplitz Matrix |
DOI | 10.1080/00207160.2019.1579313 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000509077400001 |
Publisher | TAYLOR & FRANCIS LTD, 2-4 PARK SQUARE, MILTON PARK, ABINGDON OR14 4RN, OXON, ENGLAND |
Scopus ID | 2-s2.0-85061818205 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | Sun,Hai Wei |
Affiliation | Department of Mathematics,University of Macau,Macao,Macao |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Fang,Zhi Wei,Sun,Hai Wei,Wei,Hui Qin. An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients[J]. International Journal of Computer Mathematics, 2020, 97(3), 523-545. |
APA | Fang,Zhi Wei., Sun,Hai Wei., & Wei,Hui Qin (2020). An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients. International Journal of Computer Mathematics, 97(3), 523-545. |
MLA | Fang,Zhi Wei,et al."An approximate inverse preconditioner for spatial fractional diffusion equations with piecewise continuous coefficients".International Journal of Computer Mathematics 97.3(2020):523-545. |
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