标题:A preconditioned fast finite difference scheme for space-fractional diffusion equations in convex domains
作者:Du, Ning; Sun, Hai-Wei; Wang, Hong
作者机构:[Du, Ning] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.; [Sun, Hai-Wei] Univ Macau, Dept Math, Macau, Peoples R China.; [Wang 更多
通讯作者:Sun, HW
通讯作者地址:[Sun, HW]Univ Macau, Dept Math, Macau, Peoples R China.
来源:COMPUTATIONAL & APPLIED MATHEMATICS
出版年:2019
卷:38
期:1
DOI:10.1007/s40314-019-0769-9
关键词:Anomalous diffusion; Finite difference method; Space-fractional; diffusion equation; Circulant preconditioner; Penalization
摘要:A fast finite difference method is developed for solving space-fractional diffusion equations with variable coefficient in convex domains using a volume penalization approach. The resulting coefficient matrix can be written as the discretized matrix from the extended rectangular domain plus a diagonal matrix with jumping entries due to the penalization parameter. An efficient preconditioner is constructed based on the combination of two approximate inverse circulant matrices. The preconditioned BiCGSTAB method, with the proposed preconditioner, is implemented for solving the resulting linear system. Numerical results are carried out to demonstrate the utility of the proposed algorithm.
收录类别:SCOPUS;SCIE
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85060896614&doi=10.1007%2fs40314-019-0769-9&partnerID=40&md5=095c65c88f363987f149807c1a91dd03
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