arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2102.01371math.NAcs.NA
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多维Riesz分数阶扩散方程预处理的谱分析

Spectral analysis for preconditioning of multi-dimensional Riesz fractional diffusion equations

Xin Huang, Xue-Lei Lin, Michael K. Ng, Hai-Wei Sun

摘要:

本文分析了离散化的多维Riesz空间分数阶扩散方程的预处理矩阵的谱。利用有限差分法逼近多维Riesz分数阶导数,得到对称正定病态的多层Toeplitz矩阵.采用基于正弦变换的预条件共轭梯度法求解得到的线性系。理论上证明了预条件矩阵的谱在开区间(1/2,3/2)上一致有界,从而预条件共轭梯度法线性收敛.该方法可以推广到由分数阶零点函数生成的多级Toeplitz矩阵。我们的理论结果填补了文献中的一个空缺。数值例子来证明我们在文献中的新的理论结果,并显示所提出的预条件的收敛性能优于其他现有的预条件。

英文摘要:

In this paper, we analyze the spectra of the preconditioned matrices arising from discretized multi-dimensional Riesz spatial fractional diffusion equations. The finite difference method is employed to approximate the multi-dimensional Riesz fractional derivatives, which will generate symmetric positive definite ill-conditioned multi-level Toeplitz matrices. The preconditioned conjugate gradient method with a preconditioner based on the sine transform is employed to solve the resulting linear system. Theoretically, we prove that the spectra of the preconditioned matrices are uniformly bounded in the open interval (1/2,3/2) and thus the preconditioned conjugate gradient method converges linearly. The proposed method can be extended to multi-level Toeplitz matrices generated by functions with zeros of fractional order. Our theoretical results fill in a vacancy in the literature. Numerical examples are presented to demonstrate our new theoretical results in the literature and show the convergence performance of the proposed preconditioner that is better than other existing preconditioners.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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