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A divide-and-conquer fast finite difference method for space–time fractional partial differential equation.
- Source :
-
Computers & Mathematics with Applications . Mar2017, Vol. 73 Issue 6, p1233-1242. 10p. - Publication Year :
- 2017
-
Abstract
- Fractional partial differential equations (FPDEs) provide better modeling capabilities for challenging phenomena with long-range time memory and spatial interaction than integer-order PDEs do. A conventional numerical discretization of space–time FPDEs requires O ( N 2 + M N ) memory and O ( M N 3 + M 2 N ) computational work, where N is the number of spatial freedoms per time step and M is the number of time steps. We develop a fast finite difference method (FDM) for space–time FPDE: (i) We utilize the Toeplitz-like structure of the coefficient matrix to develop a matrix-free preconditioned fast Krylov subspace iterative solver to invert the coefficient matrix at each time step. (ii) We utilize a divide-and-conquer strategy, a recursive direct solver, to handle the temporal coupling of the numerical scheme. The fast method has an optimal memory requirement of O ( M N ) and an approximately linear computational complexity of O ( N M ( log N + log 2 M ) ) , without resorting to any lossy compression. Numerical experiments show the utility of the method. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08981221
- Volume :
- 73
- Issue :
- 6
- Database :
- Academic Search Index
- Journal :
- Computers & Mathematics with Applications
- Publication Type :
- Academic Journal
- Accession number :
- 121819627
- Full Text :
- https://doi.org/10.1016/j.camwa.2016.11.023