A Separable Preconditioner for Time-Space Fractional Caputo-Riesz Diffusion Equations

A Separable Preconditioner for Time-Space Fractional Caputo-Riesz Diffusion Equations

Year:    2018

Numerical Mathematics: Theory, Methods and Applications, Vol. 11 (2018), Iss. 4 : pp. 827–853

Abstract

In this paper, we study linear systems arising from time-space fractional Caputo-Riesz diffusion equations with time-dependent diffusion coefficients. The coefficient matrix is a summation of a block-lower-triangular-Toeplitz matrix (temporal component) and a block-diagonal-with-diagonal-times-Toeplitz-block matrix (spatial component). The main aim of this paper is to propose separable preconditioners for solving these linear systems, where a block ϵ-circulant preconditioner is used for the temporal component, while a block diagonal approximation is used for the spatial variable. The resulting preconditioner can be block-diagonalized in the temporal domain. Furthermore, the fast solvers can be employed to solve smaller linear systems in the spatial domain. Theoretically, we show that if the diffusion coefficient (temporal-dependent or spatial-dependent only) function is smooth enough, the singular values of the preconditioned matrix are bounded independent of discretization parameters. Numerical examples are tested to show the performance of proposed preconditioner.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2018.s09

Numerical Mathematics: Theory, Methods and Applications, Vol. 11 (2018), Iss. 4 : pp. 827–853

Published online:    2018-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    27

Keywords: