论文标题
时间分布式和riesz空间分数扩散波方程的快速二阶隐式差异方案
Fast second-order implicit difference schemes for time distributed-order and Riesz space fractional diffusion-wave equations
论文作者
论文摘要
在本文中,建立了快速数值方法来求解一类时间分布式和Riesz空间分数扩散波方程。我们通过加权和移位的GR $ \ ddot {\ rm {u}} $ nwald公式在空间中得出新的差异方案。分析了差异方案的时间,空间和分布阶的无条件稳定性和二阶收敛性。在一维情况下,开发了使用预处理的Krylov子空间方法的Gohberg-Semencul公式来求解从提出的差异方案中得出的对称阳性确定的Toeplitz线性系统。在二维情况下,我们还使用截短的预处理设计了一种全局预处理的共轭梯度方法,以求解离散的Sylvester矩阵方程。我们证明,在两种情况下,预处理矩阵的频谱都围绕一个聚集,因此提出的带有预处理器的数值方法非常快地收敛。进行了一些数值实验以证明所提出的差异方案的有效性,并表明所提出的快速解决方案算法的性能优于其他数值方法。
In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald formula in time and the fractional centered difference formula in space. The unconditional stability and second-order convergence in time, space and distributed-order of the difference schemes are analyzed. In the one-dimensional case, the Gohberg-Semencul formula utilizing the preconditioned Krylov subspace method is developed to solve the symmetric positive definite Toeplitz linear systems derived from the proposed difference scheme. In the two-dimensional case, we also design a global preconditioned conjugate gradient method with a truncated preconditioner to solve the discretized Sylvester matrix equations. We prove that the spectrums of the preconditioned matrices in both cases are clustered around one, such that the proposed numerical methods with preconditioners converge very quickly. Some numerical experiments are carried out to demonstrate the effectiveness of the proposed difference schemes and show that the performances of the proposed fast solution algorithms are better than other numerical methods.