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A Note on Parallel Preconditioning for the All-at-Once Solution of Riesz Fractional Diffusion Equations

A Note on Parallel Preconditioning for the All-at-Once Solution of Riesz Fractional Diffusion Equations
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Year:    2021

Author:    Xian-Ming Gu, Bruno Carpentieri, Yong-Liang Zhao, Yu-Yun Huang, Xi-Le Zhao, Bruno Carpentieri, Yu-Yun Huang

Numerical Mathematics: Theory, Methods and Applications, Vol. 14 (2021), Iss. 4 : pp. 893–919

Abstract

The $p$-step backward difference formula (BDF) for solving systems of ODEs can be formulated as all-at-once linear systems that are solved by parallel-in-time preconditioned Krylov subspace solvers (see McDonald et al. [36] and Lin and Ng [32]). However, when the BDF$p$ (2 ≤ $p$ ≤ 6) method is used to solve time-dependent PDEs, the generalization of these studies is not straightforward as $p$-step BDF is not selfstarting for $p$ ≥ 2. In this note, we focus on the 2-step BDF which is often superior to the trapezoidal rule for solving the Riesz fractional diffusion equations, and show that it results into an all-at-once discretized system that is a low-rank perturbation of a block triangular Toeplitz system. We first give an estimation of the condition number of the all-at-once systems and then, capitalizing on previous work, we propose two block circulant (BC) preconditioners. Both the invertibility of these two BC preconditioners and the eigenvalue distributions of preconditioned matrices are discussed in details. An efficient implementation of these BC preconditioners is also presented, including the fast computation of dense structured Jacobi matrices. Finally, numerical experiments involving both the one- and two-dimensional Riesz fractional diffusion equations are reported to support our theoretical findings.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.OA-2020-0020

Numerical Mathematics: Theory, Methods and Applications, Vol. 14 (2021), Iss. 4 : pp. 893–919

Published online:    2021-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    27

Keywords:    Backwards difference formula all-at-once discretization parallel-in-time preconditioning Krylov subspace solver fractional diffusion equation.

Author Details

Xian-Ming Gu

Bruno Carpentieri

Yong-Liang Zhao

Yu-Yun Huang

Xi-Le Zhao

Bruno Carpentieri

Yu-Yun Huang

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