Diagonal and Toeplitz splitting iteration methods for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations

doi:10.1002/nla.2093

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 计算数学与科学工程计算研究所

	Diagonal and Toeplitz splitting iteration methods for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations
	Bai, Zhong-Zhi1,2 ; Lu, Kang-Ya 1,2; Pan, Jian-Yu 3
刊名	NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
	2017-08-01
卷号	24 期号:4 页码:15
关键词	convergence Krylov subspace method matrix splitting iteration preconditioning spatial fractional diffusion equation spectral analysis
ISSN号	1070-5325
DOI	10.1002/nla.2093
英文摘要	The finite difference discretization of the spatial fractional diffusion equations gives discretized linear systems whose coefficient matrices have a diagonal-plus-Toeplitz structure. For solving these diagonal-plus-Toeplitz linear systems, we construct a class of diagonal and Toeplitz splitting iteration methods and establish its unconditional convergence theory. In particular, we derive a sharp upper bound about its asymptotic convergence rate and deduct the optimal value of its iteration parameter. The diagonal and Toeplitz splitting iteration method naturally leads to a diagonal and circulant splitting preconditioner. Analysis shows that the eigenvalues of the corresponding preconditioned matrix are clustered around 1, especially when the discretization step-size h is small. Numerical results exhibit that the diagonal and circulant splitting preconditioner can significantly improve the convergence properties of GMRES and BiCGSTAB, and these preconditioned Krylov subspace iteration methods outperform the conjugate gradient method preconditioned by the approximate inverse circulant-plus-diagonal preconditioner proposed recently by Ng and Pan (M.K. Ng and J.-Y. Pan, SIAM J. Sci. Comput. 2010;32:1442-1464). Moreover, unlike this preconditioned conjugate gradient method, the preconditioned GMRES and BiCGSTAB methods show h-independent convergence behavior even for the spatial fractional diffusion equations of discontinuous or big-jump coefficients.
资助项目	National Natural Science Foundation[11671393] ; National Natural Science Foundation[11321061]
WOS研究方向	Mathematics
语种	英语
出版者	WILEY
WOS记录号	WOS:000405568800004
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/26119]
专题	计算数学与科学工程计算研究所
通讯作者	Bai, Zhong-Zhi
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.East China Normal Univ, Dept Math, Shanghai 200241, Peoples R China
推荐引用方式 GB/T 7714	Bai, Zhong-Zhi,Lu, Kang-Ya,Pan, Jian-Yu. Diagonal and Toeplitz splitting iteration methods for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations[J]. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,2017,24(4):15.
APA	Bai, Zhong-Zhi,Lu, Kang-Ya,&Pan, Jian-Yu.(2017).Diagonal and Toeplitz splitting iteration methods for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations.NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,24(4),15.
MLA	Bai, Zhong-Zhi,et al."Diagonal and Toeplitz splitting iteration methods for diagonal-plus-Toeplitz linear systems from spatial fractional diffusion equations".NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS 24.4(2017):15.