Residential College | false |
Status | 已發表Published |
Fast algorithms for high-order numerical methods for space-fractional diffusion equations | |
Lei, Siu-Long; Huang, Yun-Chi | |
2017 | |
Source Publication | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS |
ISSN | 0020-7160 |
Volume | 94Issue:5Pages:1062-1078 |
Abstract | In this paper, fast numerical methods for solving space-fractional diffusion equations are studied in two stages. Firstly, a fast direct solver for an implicit finite difference scheme proposed by Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787-805], which is fourth-order accurate in space and second-order accurate in time, is developed based on a circulant-and-skew-circulant (CS) representation of Toeplitz matrix inversion. Secondly, boundary value method with spatial discretization of Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787-805] is adopted to produce a numerical solution with higher order accuracy in time. Particularly, a method with fourth-order accuracy in both space and time can be achieved. GMRES method is employed for solving the discretized linear system with two preconditioners. Based on the CS representation of Toeplitz matrix inversion, the two preconditioners can be applied efficiently, and the convergence rate of the preconditioned GMRES method is proven to be fast. Numerical examples are given to support the theoretical analysis. |
Keyword | Fractional Diffusion Equation Fourth-order Discretization Boundary Value Method Crank-nicolson Preconditioner Block-circulant Preconditioner Gmres Method Circulant- And Skew-circulant Representation Of Toeplitz Matrix Inversion |
DOI | 10.1080/00207160.2016.1149579 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000396794000014 |
Publisher | TAYLOR & FRANCIS LTD |
The Source to Article | WOS |
Scopus ID | 2-s2.0-84961590385 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Affiliation | Univ Macau, Dept Math, Macau, Peoples R China |
First Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Lei, Siu-Long,Huang, Yun-Chi. Fast algorithms for high-order numerical methods for space-fractional diffusion equations[J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2017, 94(5), 1062-1078. |
APA | Lei, Siu-Long., & Huang, Yun-Chi (2017). Fast algorithms for high-order numerical methods for space-fractional diffusion equations. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 94(5), 1062-1078. |
MLA | Lei, Siu-Long,et al."Fast algorithms for high-order numerical methods for space-fractional diffusion equations".INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 94.5(2017):1062-1078. |
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