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On CSCS-based iteration method for tempered fractional diffusion equations
Qu W.1; Lei S.-L.2
2016-12-01
Source PublicationJapan Journal of Industrial and Applied Mathematics
ISSN1868937X 09167005
Volume33Issue:3Pages:583-597
Abstract

Circulant and skew-circulant splitting iteration method is employed for solving linear systems from finite difference discretisation of tempered fractional diffusion equations. The method is shown to be convergent unconditionally and the convergence rate is fast in numerical tests. In each iteration, a circulant system and a skew-circulant system are required to be solved which cost only O(Nlog N) operations by fast Fourier transform, where N is the number of interior mesh points in space. Moreover, the induced preconditioner possesses circulant-times-skew-circulant structure so that it can be inverted in O(Nlog N) operation. In all of our numerical experiments, the preconditioner performs very well with a very simple choice of the method parameter.

KeywordCirculant And skew-Circulant Splitting Iteration Fast Fourier Transform Preconditioner Tempered Fractional Diffusion Equation Toeplitz Matrix
DOI10.1007/s13160-016-0231-y
URLView the original
Indexed BySCI
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000389894100004
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Citation statistics
Cited Times [WOS]:2   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.Shaoguan University
2.Universidade de Macau
Recommended Citation
GB/T 7714
Qu W.,Lei S.-L.. On CSCS-based iteration method for tempered fractional diffusion equations[J]. Japan Journal of Industrial and Applied Mathematics,2016,33(3):583-597.
APA Qu W.,&Lei S.-L..(2016).On CSCS-based iteration method for tempered fractional diffusion equations.Japan Journal of Industrial and Applied Mathematics,33(3),583-597.
MLA Qu W.,et al."On CSCS-based iteration method for tempered fractional diffusion equations".Japan Journal of Industrial and Applied Mathematics 33.3(2016):583-597.
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