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Circulant preconditioners for a kind of spatial fractional diffusion equations
Zhi-Wei Fang1,3; Michael K. Ng2; Hai-Wei Sun3
2019-10
Source PublicationNumerical Algorithms
ISSN1017-1398
Volume82Issue:2Pages:729-747
Abstract

In this paper, circulant preconditioners are studied for discretized matrices arising from finite difference schemes for a kind of spatial fractional diffusion equations. The fractional differential operator is comprised of left-sided and right-sided derivatives with order in ( 1 2 , 1). The resulting discretized matrices preserve Toeplitz-like structure and hence their matrix-vector multiplications can be computed efficiently by the fast Fourier transform. Theoretically, the spectra of the circulant preconditioned matrices are shown to be clustered around 1 under some conditions. Numerical experiments are presented to demonstrate that the preconditioning technique is very efficient.

KeywordFractional Diffusion Equation Fast Fourier Transform Krylov Subspace Methods Toeplitz Matrix Circulant Preconditioner
DOI10.1007/s11075-018-0623-y
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000485980200016
PublisherSPRINGERVAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS
Scopus ID2-s2.0-85055992234
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
DEPARTMENT OF MATHEMATICS
Corresponding AuthorZhi-Wei Fang; Michael K. Ng; Hai-Wei Sun
Affiliation1.School of Mathematics and Big Data, Foshan University, Foshan, Guangdong, China
2.Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
3.Department of Mathematics, University of Macau, Taipa, Macao
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Zhi-Wei Fang,Michael K. Ng,Hai-Wei Sun. Circulant preconditioners for a kind of spatial fractional diffusion equations[J]. Numerical Algorithms, 2019, 82(2), 729-747.
APA Zhi-Wei Fang., Michael K. Ng., & Hai-Wei Sun (2019). Circulant preconditioners for a kind of spatial fractional diffusion equations. Numerical Algorithms, 82(2), 729-747.
MLA Zhi-Wei Fang,et al."Circulant preconditioners for a kind of spatial fractional diffusion equations".Numerical Algorithms 82.2(2019):729-747.
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