Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1707807 | Applied Mathematics Letters | 2015 | 6 Pages |
Abstract
The implicit finite difference scheme with the shifted Grüwald formula for discretizing the fractional diffusion equations (FDEs) often results in the ill-conditioned non-Hermitian Toeplitz systems. In the present paper, we consider to solve such Toeplitz systems by exploiting the preconditioned GMRES method. A kk-step polynomial preconditioner is designed based on the circulant and skew-circulant splitting (CSCS) iteration method proposed by Ng (2003). Theoretical and experimental results involving numerical solutions of FDEs demonstrate that the proposed kk-step preconditioner is efficient to accelerate the GMRES solver for non-Hermitian Toeplitz systems.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Xian-Ming Gu, Ting-Zhu Huang, Hou-Biao Li, Liang Li, Wei-Hua Luo,