A DT

HS
S-
τ
Preconditioner for the Discretized Linear Systems of Space-Fractional Diffusion Equations

Shi-Ping Tang , Yu-Mei Huang

Communications on Applied Mathematics and Computation ›› : 1 -23.

PDF
Communications on Applied Mathematics and Computation ›› : 1 -23. DOI: 10.1007/s42967-025-00491-5
Original Paper

A DT

HS
S-
τ
Preconditioner for the Discretized Linear Systems of Space-Fractional Diffusion Equations

Author information +
History +
PDF

Abstract

In this paper, the backward Euler method and the shifted Grünwald-Letnikov formulas are utilized to discretize the space-fractional diffusion equations. The discretized result is a system of linear equations with a coefficient matrix being the sum of a diagonal matrix and a non-Hermitian Toeplitz matrix. By utilizing the Hermitian and skew-Hermitian splitting of the Toeplitz matrix, we develop a two-parameter DT

HS
S iteration method to solve the linear systems. The convergence is also discussed. A DT
HS
S-
τ(α,γ)
preconditioner is proposed and the preconditioned GMRES method combined with the proposed preconditioner is applied to solve the linear systems. The spectral analysis of the DT
HS
S-
τ(α,γ)
preconditioned matrix is provided. Experimental results demonstrate the effectiveness of the proposed methods in solving the space-fractional diffusion equations.

Keywords

Space-fractional diffusion equations / Matrix splitting iteration method / Convergence / Preconditioner / Spectral distribution

Cite this article

Download citation ▾
Shi-Ping Tang, Yu-Mei Huang. A DT
HS
S-
τ
Preconditioner for the Discretized Linear Systems of Space-Fractional Diffusion Equations. Communications on Applied Mathematics and Computation 1-23 DOI:10.1007/s42967-025-00491-5

登录浏览全文

4963

注册一个新账户 忘记密码

References

[1]

BaiZ-Z. Motivations and realizations of Krylov subspace methods for large sparse linear systems. J. Comput. Appl. Math., 2015, 283: 71-78.

[2]

BaiZ-Z. On SSOR-like preconditioners for non-Hermitian positive definite matrices. Numer. Linear Algebra Appl., 2016, 23: 37-60.

[3]

BaiZ-Z. Quasi-HSS iteration methods for non-Hermitian positive definite linear systems of strong skew-Hermitian parts. Numer. Linear Algebra Appl., 2018, 25: 2116.

[4]

BaiZ-Z. Respectively scaled HSS iteration methods for solving discretized spatial fractional diffusion equations. Numer. Linear Algebra Appl., 2018, 25: 1-18.

[5]

BaiZ-Z, GolubGH, NgMK. Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl., 2003, 24: 603-626.

[6]

BaiZ-Z, LuK-Y. Fast matrix splitting preconditioners for higher dimensional spatial fractional diffusion equations. J. Comput. Phys., 2020, 404: 109-117.

[7]

BaiZ-Z, LuK-Y. On regularized Hermitian splitting iteration methods for solving discretized almost-isotropic spatial fractional diffusion equations. Numer. Linear Algebra Appl., 2020, 27: 1-21.

[8]

BaiZ-Z, LuK-Y, PanJ-Y. Diagonal and Toeplitz splitting itetation methods for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations. Numer. Linear Algebra Appl., 2017, 24: 2093.

[9]

BaiZ-Z, PanJ-YMatrix Analysis and Computations, 2021PhiladelphiaSIAM.

[10]

Bini, D., Benedetto, F.: A new preconditioner for the parallel solution of positive definite Toeplitz systems. In: Proceedings of 2nd Annual ACM Symposium on Parallel Algorithms and Architecture (SPAA 90), pp. 220–223. ACM Press (1990)

[11]

BuW, TangY-F, YangJ-Y. Galerkin finite element method for two-dimensional Riesz space fractional diffusion equations. J. Comput. Phys., 2014, 276: 26-38.

[12]

CarrerasBA, LynchVE, ZaslavskyGM. Anomalous diffusion and exit time distribution of particle tracers in plasma turbulence model. Phys. Plasmas, 2001, 8: 5096-5103.

[13]

DonatelliM, MazzaM, Serra-CapizzanoS. Spectral analysis and structure preserving preconditioners for fractional diffusion equations. J. Comput. Phys., 2016, 307: 262-279.

[14]

DuN, WangH, LiuW-B. A fast gradient projection method for a constrained fractional optimal control. J. Sci. Comput., 2016, 68: 1-20.

[15]

FengL-B, ZhuangP, LiuF-W, TurnerI. Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation. Appl. Math. Comput., 2015, 257: 52-65

[16]

IlicM, LiuF, TurnerI, AnhV. Numerical approximation of a fractional-in-space diffusion equation. I. Fract. Calc. Appl., 2005, 8: 333-349

[17]

IlicM, LiuF, TurnerI, AnhV. Numerical approximation of a fractional-in-space diffusion equation (II)-with nonhomogeneous boundary conditions. Fract. Calc. Appl. Anal., 2006, 9: 323-341

[18]

KirchnerJW, FengX-H, NealC. Fractal stream chemistry and its implications for contaminant transport in vatchments. Nature, 2000, 403: 524-527.

[19]

KreerM, KizilersuA, ThomasAW. Fractal stream chemistry and its implications for contaminant transport in catchments. Stat. Probab. Lett., 2014, 84: 27-32.

[20]

LeiX-L, SunH-W. A circulant preconditioner for fractional diffusion equations. J. Comput. Phys., 2013, 242: 715-725.

[21]

LinF-R, YangS-W, JinX-Q. Preconditioned iterative methods for fractional diffusion equation. J. Comput. Phys., 2014, 256: 109-117.

[22]

LuK-Y. Diagonal and circulant or skew-circulant splitting preconditioners for spatial fractional diffsuion eqautions. Comput. Appl. Math., 2018, 37: 4196-4218.

[23]

LuK-Y, XieD-X, ChenF, MuratovaGV. Dominant Hermitian splitting iteration method for discrete space-fractional diffusion equations. Appl. Numer. Math., 2021, 164: 1528.

[24]

LuX, FangZ-W, SunH-W. Splitting preconditioning based on sine transform for time dependent Riesz space fractional diffusion equations. J. Appl. Math. Comput., 2020, 66: 673-700.

[25]

MaginRLFractional Calculus in Bioengineering, 2004DanburyBegell House Publishers

[26]

MeerschaertMM, TadjeranC. Finite difference approximations for fractional advection-dispersion flow equations. J. Comput. Appl. Math., 2004, 172: 65-77.

[27]

NgMK, PanJ-Y. Approximate inverse circulant-plus-diagonal preconditioners for Toeplitz-plus-diagonal matrices. SIAM J. Sci. Comput., 2010, 32: 1442-1464.

[28]

PodlubnyIFractional Differential Equationals, 1999San DiegoAcademic Press

[29]

RabertoM, ScalasE, MainardiF. Waiting-times and returns in high-frequency financial data: an empirical study. Physica A, 2002, 314: 749-755.

[30]

SabatelliL, KeatingS, DudleyJ, RichmondP. Waiting time distributions in financial markets. Eur. Phys. J. B. Condens. Matter Phys., 2002, 27: 273-275

[31]

SerraS. Superlinear PCG methods for symmetric Toeplitz systems. Math. Comput., 1999, 648: 793-803.

[32]

ShaoX-H, KangC-B. A preconditioner based on sine transform for space fractional diffusion equations. Appl. Numer. Math., 2022, 178: 248-261.

[33]

SokolvIM, KlafterJ, BlumenA. Fractional kinetics. Phys. Today, 2002, 55: 48-54.

[34]

TangS-P, HuangY-M. A DRCS preconditioning iterative method for a constrained fractional optimal control problem. Comput. Appl. Math., 2021, 40: 266.

[35]

TangS-P, HuangY-M. A matrix splitting preconditioning method for solving the discretized tempered fractional diffusion equations. Numer. Algorithms, 2023, 92: 1311-1333.

[36]

TianW-Y, ZhouH, DengW-H. A class of second order difference approximation for solving space fractional diffusion equations. Math. Comput., 2015, 84: 1703-1727.

[37]

UpadhyayRK, MondalA. Dynamics of fractional order modified Morris-Lecar neural model. Netw. Biol., 2015, 5: 113-136

[38]

WangH, DuN. A superfast-preconditioned iterative method for steady-state space-fractional diffusion equations. J. Comput. Phys., 2013, 240: 49-57.

[39]

Zhang, H., Jiang, X.-Y., Zeng, F.-H., Karniadakis, G.E.: A stabilized semi-implicit Fourier spectral method for nonlinear space-fractional reaction-diffusion equations. J. Comput. Phys. 405, 109141 (2020)

[40]

ZhaoX, HuX-Z, CaiW, KarniadakisGE. Adaptive finite element method for fractional differential equations using hierarchical matrices. Comput. Methods Appl. Mech., 2017, 325: 56-76.

RIGHTS & PERMISSIONS

Shanghai University

AI Summary AI Mindmap
PDF

112

Accesses

0

Citation

Detail

Sections
Recommended

AI思维导图

/