Abstract
Abstract
By exploiting Toeplitz-like structure and non-Hermitian dense property of the discrete coefficient matrix, a new double-layer iterative method called SHSS-PCG method is employed to solve the linear systems originating from the implicit finite difference discretization of fractional diffusion equations (FDEs). The method is a combination of the single-step Hermitian and skew-Hermitian splitting (SHSS) method with the preconditioned conjugate gradient (PCG) method. Further, the new circulant preconditioners are proposed to improve the efficiency of SHSS-PCG method, and the computation cost is further reduced via using the fast Fourier transform (FFT). Theoretical analysis shows that the SHSS-PCG iterative method with circulant preconditioners is convergent. Numerical experiments are given to show that our SHSS-PCG method with circulant preconditioners preforms very well, and the proposed circulant preconditioners are very efficient in accelerating the convergence rate.
Funder
National Natural Science Foundation of China
Scientific Research Foundation for Doctor of Hexi University
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Algebra and Number Theory,Analysis
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