On ADI-like iteration method for fractional diffusion equations

DOI10.1016/j.laa.2015.12.025zbMath1329.65072OpenAlexW2229102859MaRDI QIDQ905743

Yu-Hong Ran, Jun-Gang Wang

Publication date: 28 January 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2015.12.025

zbMATH Keywords

convergence analysisToeplitz matrixHessenberg matrixfractional diffusion equationADI iteration

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10)

Related Items

A class of unconditioned stable 4-point WSGD schemes and fast iteration methods for space fractional diffusion equations ⋮ On CSCS-based iteration method for tempered fractional diffusion equations ⋮ Fast matrix splitting iteration method for the linear system from spatial fractional diffusion equations ⋮ PCG method with Strang's circulant preconditioner for Hermitian positive definite linear system in Riesz space fractional advection-dispersion equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Preconditioned iterative methods for fractional diffusion equation
• A circulant preconditioner for fractional diffusion equations
• Circulant preconditioned iterations for fractional diffusion equations based on Hermitian and skew-Hermitian splittings
• On preconditioned MHSS iteration methods for complex symmetric linear systems
• Optimization of extrapolated Cayley transform with non-Hermitian positive definite matrix
• Modified HSS iteration methods for a class of complex symmetric linear systems
• Implicit finite difference approximation for time fractional diffusion equations
• Existence and uniqueness of splittings for stationary iterative methods with applications to alternating methods
• Circulant and skew-circulant splitting methods for Toeplitz systems.
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Waiting-times and returns in high-frequency financial data: An empirical study
• On the convergence of additive and multiplicative splitting iterations for systems of linear equations
• Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hemitian positive semidefinite linear systems
• Finite difference approximations for fractional advection-dispersion flow equations
• A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
• On \(k\)-step CSCS-based polynomial preconditioners for Toeplitz linear systems with application to fractional diffusion equations
• A novel solution for pressure drop in singly connected microchannels of arbitrary cross-section
• On inexact Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems
• A second-order accurate numerical approximation for the fractional diffusion equation
• Finite difference approximations for two-sided space-fractional partial differential equations
• Iterative Solution Methods
• Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems
• Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations
• Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation