کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
520782 | 867735 | 2012 | 11 صفحه PDF | دانلود رایگان |

The fractional diffusion equation is discretized by the implicit finite difference scheme with the shifted Grünwald formula. The scheme is unconditionally stable and the coefficient matrix possesses the Toeplitz-like structure. A multigrid method is proposed to solve the resulting system. Meanwhile, the fast Toeplitz matrix–vector multiplication is utilized to lower the computational cost with only O(NlogN)O(NlogN) complexity, where N is the number of the grid points. Numerical experiments are given to demonstrate the efficiency of the method.
► The coefficient matrix of the fractional diffusion equation is Toeplitz-like.
► A multigrid method is proposed to solve the resulting Toeplitz-like system.
► The smoothing operator is chosen as the damped-Jacobi method.
► The coarse grid operator is constructed to retain the Toeplitz-like structure.
► Numerical results show the robustness and efficiency of the multigrid method.
Journal: Journal of Computational Physics - Volume 231, Issue 2, 20 January 2012, Pages 693–703