Journal
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS
Volume 14, Issue 4, Pages 893-919Publisher
GLOBAL SCIENCE PRESS
DOI: 10.4208/nmtma.OA-2020-0020
Keywords
Backwards difference formula; all-at-once discretization; parallel-in-time preconditioning; Krylov subspace solver; fractional diffusion equation
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Funding
- NSFC [11801463, 61876203]
- Applied Basic Research Project of Sichuan Province [2020YJ0007]
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The 2-step BDF method is explored for solving Riesz fractional diffusion equations, resulting in an all-at-once discretized system that is a low-rank perturbation of a block triangular Toeplitz system. Two block circulant (BC) preconditioners are proposed and the invertibility and eigenvalue distributions of preconditioned matrices are discussed. Numerical experiments support the theoretical findings for both one- and two-dimensional Riesz fractional diffusion equations.
The p-step backward difference formula (BDF) for solving systems of ODEs can be formulated as all-at-once linear systems that are solved by parallel-in-time preconditioned Krylov subspace solvers (see McDonald et al. [36] and Lin and Ng [32]). However, when the BDFp (2 <= p <= 6) method is used to solve timedependent PDEs, the generalization of these studies is not straightforward as p-step BDF is not selfstarting for p >= 2. In this note, we focus on the 2-step BDF which is often superior to the trapezoidal rule for solving the Riesz fractional diffusion equations, and show that it results into an all-at-once discretized system that is a low-rank perturbation of a block triangular Toeplitz system. We first give an estimation of the condition number of the all-at-once systems and then, capitalizing on previous work, we propose two block circulant (BC) preconditioners. Both the invertibility of these two BC preconditioners and the eigenvalue distributions of preconditioned matrices are discussed in details. An efficient implementation of these BC preconditioners is also presented, including the fast computation of dense structured Jacobi matrices. Finally, numerical experiments involving both the one- and two-dimensional Riesz fractional diffusion equations are reported to support our theoretical findings.
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