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Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations
Huang,Yun Chi; Lei,Siu Long
2020-05-01
Source PublicationNUMERICAL ALGORITHMS
ISSN1017-1398
Volume84Issue: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.

KeywordTime-space Fractional Differential Equations Alternating Direction Implicit Scheme Block Lower Triangular Toeplitz Matrix Divide-and-conquer Time-marching
DOI10.1007/s11075-019-00742-6
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000528979000002
PublisherSPRINGER, VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS
Scopus ID2-s2.0-85068123065
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Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
DEPARTMENT OF MATHEMATICS
Corresponding AuthorLei,Siu Long
AffiliationDepartment of Mathematics,University of Macau,Macao
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity 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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