Residential College | false |
Status | 已發表Published |
A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations | |
Ke,Rihuan1; Ng,Michael K.2; Sun,Hai Wei3 | |
2015-12-02 | |
Source Publication | Journal of Computational Physics |
ISSN | 10902716 00219991 |
Volume | 303Pages:203-211 |
Abstract | In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O(MNlogM) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method. |
Keyword | Block Triangular Toeplitz-like Matrix Direct Methods Divide-and-conquer Strategy Fast Fourier Transform Fractional Partial Differential Equations |
DOI | 10.1016/j.jcp.2015.09.042 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Computer Science ; Physics |
WOS Subject | Computer Science, Interdisciplinary Applications ; Physics, Mathematical |
WOS ID | WOS:000364886900013 |
Scopus ID | 2-s2.0-85000716656 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
Affiliation | 1.School of MathematicsSouth China Normal University,China 2.Department of MathematicsHong Kong Baptist University,Hong Kong 3.Department of MathematicsUniversity of Macau,Macao |
Recommended Citation GB/T 7714 | Ke,Rihuan,Ng,Michael K.,Sun,Hai Wei. A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations[J]. Journal of Computational Physics, 2015, 303, 203-211. |
APA | Ke,Rihuan., Ng,Michael K.., & Sun,Hai Wei (2015). A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations. Journal of Computational Physics, 303, 203-211. |
MLA | Ke,Rihuan,et al."A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations".Journal of Computational Physics 303(2015):203-211. |
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