4.6 Article

Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations

Journal

NUMERICAL ALGORITHMS
Volume 84, Issue 1, Pages 37-62

Publisher

SPRINGER
DOI: 10.1007/s11075-019-00742-6

Keywords

Time-space fractional differential equations; Alternating direction implicit scheme; Block lower triangular Toeplitz matrix; Divide-and-conquer; Time-marching

Funding

  1. University of Macau [MYRG2016-00202-FST, MYRG2018-00025-FST]
  2. Macao Science and Technology Development Fund (FDCT) [048/2017/A]

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Generally, solving linear systems from finite difference alternating direction implicit scheme of two-dimensional time-space fractional differential equations with Gaussian elimination requires storage, where N is the number of temporal unknown and M-1, M-2 are the numbers of spatial unknown in x, y directions respectively. By exploring the structure of the coefficient matrix in fully coupled form, it possesses block lower-triangular Toeplitz structure and its blocks are block-dense Toeplitz matrices with dense-Toeplitz blocks. Based on this special structure and cooperating with time-marching or divide-and-conquer technique, two fast solvers with storage . It is worth to remark that the proposed solvers are not lossy. Some discussions on achieving convergence rate for smooth and non-smooth solutions are given. Numerical results show the high efficiency of the proposed fast solvers.

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