A HIGH-ORDER ACCURACY METHOD FOR SOLVING THE FRACTIONAL DIFFUSION EQUATIONS

• 来源期刊: 计算数学（英文版）
• 关键词: Boundary value method Circulant preconditioner High accuracy Generalized Dirichlet type boundary condition
• 年，卷（期）: 2020,（2）
• 页码范围: 239-253
• 页数: 15页
• 语种: 英文
• DOI: 10.4208/jcm.1805-m2017-0081

摘要

In this paper,an efficient numerical method for solving the general fractional diffusion equations with Riesz fractional derivative is proposed by combining the fractional compact difference operator and the boundary value methods.In order to efficiently solve the generated linear large-scale system,the generalized minimal residual (GMRES) algorithm is applied.For accelerating the convergence rate of the iterative,the Strang-type,Chantype and P-type preconditioners are introduced.The suggested method can reach higher order accuracy both in space and in time than the existing methods.When the used boundary value method is Ak1,k2-stable,it is proven that Strang-type preconditioner is invertible and the spectra of preconditioned matrix is clustered around 1.It implies that the iterative solution is convergent rapidly.Numerical experiments with the absorbing boundary condition and the generalized Dirichlet type further verify the efficiency.