Fast TTTS iteration methods for implicit Runge-Kutta temporal discretization of Riesz space fractional advection-diffusion equations ?

被引:3
作者
She, Zi-Hang [1 ]
Qiu, Li-Min [2 ]
机构
[1] Hanshan Normal Univ, Dept Math, Chaozhou 521041, Peoples R China
[2] Belarusian Russian Univ, Dept Econ, Mogilev 212000, BELARUS
基金
中国博士后科学基金;
关键词
Riesz space fractional advection-diffusion; equation; Matrix splitting; Implicit Runge-Kutta method; Preconditioning; CG method; SPECTRAL-ANALYSIS; EFFICIENT PRECONDITIONER; CIRCULANT PRECONDITIONER; MULTIGRID METHOD; TOEPLITZ; CONVERGENCE; APPROXIMATIONS; SYSTEM;
D O I
10.1016/j.camwa.2023.03.012
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we consider fast numerical methods for linear systems arising from implicit Runge-Kutta temporal discretization methods (based on the fourth-order, 2-stage Gauss method) for one-and two-dimensional Riesz space fractional advection-diffusion equations (RSFADEs). An implicit Runge-Kutta-standard/shifted Grunwald difference scheme for RSFADEs is introduced, and its stability and convergence are also studied. In the one-dimensional case, the coefficient matrix of the discretized linear system is the sum of an identity matrix, a Toeplitz matrix and a square of Toeplitz matrix. We construct a class of Toeplitz times Toeplitz splitting (TTTS) iteration methods to solve the corresponding linear systems. We prove that it converges uniformly to the exact solution without imposing any additional condition, and the optimal parameters for the TTTS iteration method are given. Meanwhile, we design an induced sine transform based preconditioner for two-dimensional problems to accelerate the convergence rate of the conjugate gradient method. Theoretically, we prove that the spectra of the preconditioned matrices of the proposed methods are clustering around 1. Numerical results are presented to illustrate the effectiveness of the proposed methods.
引用
收藏
页码:42 / 53
页数:12
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