2021/02/23 by Xin Huang, Huang, Xin, Hai‐Wei Sun +1
Computer Science · Engineering · Mathematics · #FOS: Mathematics #Fractional Differential Equations Solutions #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods in engineering
paper · pdf · doi:10.48550/arxiv.2102.11576
openalex publication_date 2021/02/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we develop a fast numerical method for solving the time-dependent Riesz space fractional diffusion equations with a nonlinear source term in the convex domain. An implicit finite difference method is employed to discretize the Riesz space fractional diffusion equations with a penalty term in a rectangular region by the volume-penalization approach. The stability and the convergence of the proposed method are studied. As the coefficient matrix is with the Toeplitz-like structure, the generalized minimum residual method with a preconditioner based on the sine transform is exploited to solve the discretized linear system, where the preconditioner is constructed in view of the combination of two approximate inverse τ matrices, which can be diagonalized by the sine transform. The spectrum of the preconditioned matrix is also investigated. Numerical experiments are carried out to demonstrate the efficiency of the proposed method.