PCG method with Strang's circulant preconditioner for Hermitian positive definite linear system in Riesz space fractional advection-dispersion equations
From MaRDI portal
Publication:1993444
DOI10.1007/s40314-018-0586-6zbMath1432.65038OpenAlexW2792087000MaRDI QIDQ1993444
Hai-Wei Shen, Wei Qu, Yong Liang
Publication date: 5 November 2018
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-018-0586-6
fast Fourier transformspreconditioned conjugate gradient methodCrank-Nicolson finite difference schemeRiesz space fractional advection-dispersion equationStrang's circulant preconditioner
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08) Fractional partial differential equations (35R11)
Related Items (4)
Fast TTTS iteration methods for implicit Runge-Kutta temporal discretization of Riesz space fractional advection-diffusion equations ⋮ Banded $M$-Matrix Splitting Preconditioner for Riesz Space Fractional Reaction-Dispersion Equation ⋮ Fast direct solver for CN-ADI-FV scheme to two-dimensional Riesz space-fractional diffusion equations ⋮ On numerical methods for solving Riesz space fractional advection-dispersion equations based on spline interpolants
Cites Work
- Unnamed Item
- High-order algorithms for Riesz derivative and their applications. III
- Novel second-order accurate implicit numerical methods for the Riesz space distributed-order advection-dispersion equations
- Fast numerical contour integral method for fractional diffusion equations
- A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation
- Preconditioned iterative methods for fractional diffusion equation
- Fast alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations
- High-order algorithms for Riesz derivative and their applications. II
- A circulant preconditioner for fractional diffusion equations
- Multigrid method for fractional diffusion equations
- Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative
- Numerical approximations and solution techniques for the space-time Riesz-Caputo fractional advection-diffusion equation
- Analytical modelling of fractional advection-dispersion equation defined in a bounded space domain
- Fast numerical solution for fractional diffusion equations by exponential quadrature rule
- A new definition of fractional Laplacian with application to modeling three-dimensional nonlocal heat conduction
- Approximation of the Lévy-Feller advection-dispersion process by random walk and finite difference method
- On ADI-like iteration method for fractional diffusion equations
- Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation
- Finite difference approximations for a fractional advection diffusion problem
- Time fractional advection-dispersion equation
- High-order algorithms for Riesz derivative and their applications. I.
- Chaos, fractional kinetics, and anomalous transport
- Waiting-times and returns in high-frequency financial data: An empirical study
- Finite difference approximations for fractional advection-dispersion flow equations
- Stability and convergence of a finite volume method for the space fractional advection-dispersion equation
- A novel solution for pressure drop in singly connected microchannels of arbitrary cross-section
- The fundamental solution of the space-time fractional advection-dispersion equation
- Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy
- A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
- Finite difference approximations for two-sided space-fractional partial differential equations
- Circulant preconditioning technique for barrier options pricing under fractional diffusion models
- Circulant and skew-circulant splitting iteration for fractional advection–diffusion equations
- The fundamental solution and numerical solution of the Riesz fractional advection-dispersion equation
- Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner
- Conjugate Gradient Methods for Toeplitz Systems
- Fractional kinetic equations: solutions and applications
- Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations
- A class of second order difference approximations for solving space fractional diffusion equations
- Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations
- Preconditioned Iterative Methods for Two-Dimensional Space-Fractional Diffusion Equations
- An Introduction to Iterative Toeplitz Solvers
- Variational formulation for the stationary fractional advection dispersion equation
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
This page was built for publication: PCG method with Strang's circulant preconditioner for Hermitian positive definite linear system in Riesz space fractional advection-dispersion equations
