Article ID Journal Published Year Pages File Type
519546 Journal of Computational Physics 2013 14 Pages PDF
Abstract

We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space-fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Grünwald finite difference formulas to approximate the two-sided (i.e. the left and right Riemann–Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton–Krylov methods to solve these systems. For efficient performance of the Jacobian-free Newton–Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space-fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science Applications
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