Residential College | false |
Status | 已發表Published |
Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations | |
Huang,Yun Chi![]() ![]() ![]() | |
2020-05-01 | |
Source Publication | NUMERICAL ALGORITHMS
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ISSN | 1017-1398 |
Volume | 84Issue:1Pages:37-62 |
Abstract | Generally, solving linear systems from finite difference alternating direction implicit scheme of two-dimensional time-space fractional differential equations with Gaussian elimination requires O(NM1M2(M12+M22+NM1M2)) complexity and O(NM12M22) storage, where N is the number of temporal unknown and M, M are the numbers of spatial unknown in x, y directions respectively. By exploring the structure of the coefficient matrix in fully coupled form, it possesses block lower-triangular Toeplitz structure and its blocks are block-dense Toeplitz matrices with dense-Toeplitz blocks. Based on this special structure and cooperating with time-marching or divide-and-conquer technique, two fast solvers with storage O(NMM) are developed. The complexity for the fast solver via time-marching is O(NMM(N+ log(MM))) and the one via divide-and-conquer technique is O(NMM(logN+ log(MM))). It is worth to remark that the proposed solvers are not lossy. Some discussions on achieving convergence rate for smooth and non-smooth solutions are given. Numerical results show the high efficiency of the proposed fast solvers. |
Keyword | Time-space Fractional Differential Equations Alternating Direction Implicit Scheme Block Lower Triangular Toeplitz Matrix Divide-and-conquer Time-marching |
DOI | 10.1007/s11075-019-00742-6 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000528979000002 |
Publisher | SPRINGER, VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS |
Scopus ID | 2-s2.0-85068123065 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
Corresponding Author | Lei,Siu Long |
Affiliation | Department of Mathematics,University of Macau,Macao |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Huang,Yun Chi,Lei,Siu Long. Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations[J]. NUMERICAL ALGORITHMS, 2020, 84(1), 37-62. |
APA | Huang,Yun Chi., & Lei,Siu Long (2020). Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations. NUMERICAL ALGORITHMS, 84(1), 37-62. |
MLA | Huang,Yun Chi,et al."Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations".NUMERICAL ALGORITHMS 84.1(2020):37-62. |
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