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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 PublicationJournal of Computational Physics
ISSN10902716 00219991
Volume303Pages: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.

KeywordBlock Triangular Toeplitz-like Matrix Direct Methods Divide-and-conquer Strategy Fast Fourier Transform Fractional Partial Differential Equations
DOI10.1016/j.jcp.2015.09.042
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaComputer Science ; Physics
WOS SubjectComputer Science, Interdisciplinary Applications ; Physics, Mathematical
WOS IDWOS:000364886900013
Scopus ID2-s2.0-85000716656
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Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
DEPARTMENT OF MATHEMATICS
Affiliation1.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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