论文标题

具有积分分数拉普拉斯的时间空间分数扩散方程的快速隐式差异方案

Fast implicit difference schemes for time-space fractional diffusion equations with the integral fractional Laplacian

论文作者

Gu, Xian-Ming, Sun, Hai-Wei, Zhang, Yanzhi, Zhao, Yong-Liang

论文摘要

在本文中,我们开发了两个快速隐式差异方案,用于求解具有积分分数laplacian(IFL)的一类可变的时空分数扩散方程。拟议的方案利用级别的$ L1 $公式用于CAPUTO分数衍生物,并对IFL进行了特殊的有限差异化离散化,其中级的网格可以在初始时间捕获模型问题,而初始时间很弱。稳定性和收敛性通过$ M $ -MATRIX分析来严格证明,该分析来自IFL的空间离散矩阵。此外,所提出的方案使用快速的指数近似值和Toeplitz矩阵算法分别降低时间和空间分数衍生物的非本地属性的计算成本。快速方案大大减少了直接求解器从$ \ Mathcal {O}(Mn^3 + m^2n)$求解离散的线性系统的计算工作$ o(nn_ {exp})$,其中$ n $和$(n_ {exp} \ ll)〜m $是空间和时间网格节点的数量。还提供了预处理矩阵的光谱,以确保循环预处理的加速益处。最后,提出数值结果以显示所提出方法的实用性。

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$ formula for the Caputo fractional derivative and a special finite difference discretization for IFL, where the graded mesh can capture the model problem with a weak singularity at initial time. The stability and convergence are rigorously proved via the $M$-matrix analysis, which is from the spatial discretized matrix of IFL. Moreover, the proposed schemes use the fast sum-of-exponential approximation and Toeplitz matrix algorithms to reduce the computational cost for the nonlocal property of time and space fractional derivatives, respectively. The fast schemes greatly reduce the computational work of solving the discretized linear systems from $\mathcal{O}(MN^3 + M^2N)$ by a direct solver to $\mathcal{O}(MN(\log N + N_{exp}))$ per preconditioned Krylov subspace iteration and a memory requirement from $O(MN^2)$ to $O(NN_{exp})$, where $N$ and $(N_{exp} \ll)~M$ are the number of spatial and temporal grid nodes. The spectrum of preconditioned matrix is also given for ensuring the acceleration benefit of circulant preconditioners. Finally, numerical results are presented to show the utility of the proposed methods.

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