4.6 Article

Numerical solution for multi-dimensional Riesz fractional nonlinear reaction-diffusion equation by exponential Runge-Kutta method

期刊

JOURNAL OF APPLIED MATHEMATICS AND COMPUTING
卷 62, 期 1-2, 页码 449-472

出版社

SPRINGER HEIDELBERG
DOI: 10.1007/s12190-019-01291-w

关键词

Riesz fractional reaction-diffusion equation; Toeplitz structure; Exponential Runge-Kutta method; Matrix exponential; Shift-invert Lanczos method

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A spatial discretization of the Riesz fractional nonlinear reaction-diffusion equation by the fractional centered difference scheme leads to a system of ordinary differential equations, in which the resulting coefficient matrix possesses the symmetric block Toeplitz structure. An exponential Runge-Kutta method is employed to solve such a system of ordinary differential equations. In the practical implementation, the product of a block Toeplitz matrix exponential and a vector is calculated by the shift-invert Lanczos method. Meanwhile, the symmetric positive definiteness of the coefficient matrix guarantees the fast approximation by the shift-invert Lanczos method. Numerical results are given to demonstrate the efficiency of the proposed method.

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