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By applying the linearly implicit conservative difference scheme proposed in [D.-L. Wang, A.-G. Xiao, W. Yang. J. Comput. Phys. 2014;272:670-681], the system of repulsive space fractional coupled nonlinear Schr\"odinger equations leads to a…

Numerical Analysis · Mathematics 2024-10-18 Fei-Yan Zhang , Xi Yang , Chao Chen

Circulant preconditioners are commonly used to accelerate the rate of convergence of iterative methods when solving linear systems of equations with a Toeplitz matrix. Block extensions that can be applied when the system has a block…

Numerical Analysis · Mathematics 2016-09-06 L. Dykes , S. Noschese , L. Reichel

The current work investigates the effectiveness of block triangular preconditioners in accelerating and stabilizing the numerical solution of inverse source problems governed by time-space fractional diffusion equations (TSFDEs). We focus…

Numerical Analysis · Mathematics 2025-09-30 Monoswini Majumdar , Stefano Serra-Capizzano , Rosita L. Sormani

In this study, a novel preconditioner based on the absolute-value block $\alpha$-circulant matrix approximation is developed, specifically designed for nonsymmetric dense block lower triangular Toeplitz (BLTT) systems that emerge from the…

Numerical Analysis · Mathematics 2023-12-22 Congcong Li , Xuelei Lin , Sean Hon , Shu-Lin Wu

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…

Numerical Analysis · Mathematics 2016-06-22 Zhi Zhao , Xiao-Qing Jin , Matthew M. Lin

In this paper, we develop a fast numerical method for solving the time-dependent Riesz space fractional diffusion equations with a nonlinear source term in the convex domain. An implicit finite difference method is employed to discretize…

Numerical Analysis · Mathematics 2021-02-24 Xin Huang , Hai-Wei Sun

Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…

Numerical Analysis · Mathematics 2024-09-25 Yuan-Yuan Huang , Sean Y. Hon , Lot-Kei Chou , Siu-Long Lei

In this work, we develop a novel multilevel Tau matrix-based preconditioned method for a class of non-symmetric multilevel Toeplitz systems. This method not only accounts for but also improves upon an ideal preconditioner pioneered by [J.…

Numerical Analysis · Mathematics 2024-09-05 Congcong Li , Sean Hon

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

The $p$-step backwards difference formula (BDF) for solving the system of ODEs can result in a kind of all-at-once linear systems, which are solved via the parallel-in-time preconditioned Krylov subspace solvers (see McDonald, Pestana, and…

Numerical Analysis · Mathematics 2021-09-14 Xian-Ming Gu , Yong-Liang Zhao , Xi-Le Zhao , Bruno Carpentieri , Yu-Yun Huang

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

In recent years, there has been a renewed interest in preconditioning for multilevel Toeplitz systems, a research field that has been extensively explored over the past several decades. This work introduces novel preconditioning strategies…

Numerical Analysis · Mathematics 2024-10-01 Sean Y. Hon , Congcong Li , Rosita L. Sormani , Rolf Krause , Stefano Serra-Capizzano

In this paper, we analyze the spectra of the preconditioned matrices arising from discretized multi-dimensional Riesz spatial fractional diffusion equations. The finite difference method is employed to approximate the multi-dimensional…

Numerical Analysis · Mathematics 2022-06-07 Xin Huang , Xue-Lei Lin , Michael K. Ng , Hai-Wei Sun

In this paper we study fast iterative solvers for the large sparse linear systems resulting from the stochastic Galerkin discretization of stochastic partial differential equations. A block triangular preconditioner is introduced and…

Numerical Analysis · Mathematics 2013-04-08 Bin Zheng , Guang Lin , Jinchao Xu

In this paper, we study a $\tau$-matrix approximation based preconditioner for the linear systems arising from discretization of unsteady state Riesz space fractional diffusion equation with non-separable variable coefficients. The…

Numerical Analysis · Mathematics 2024-04-18 Xue-Lei Lin , Michael K. Ng

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

In this thesis we study the preconditioning of square, non-symmetric and real Toeplitz systems. We prove theoretical results, which constitute sufficient conditions for the efficiency of the proposed preconditioners and the fast convergence…

Numerical Analysis · Mathematics 2023-03-07 Grigorios Tachyridis

It is well known that the discretization of fractional diffusion equations (FDEs) with fractional derivatives $\alpha\in(1,2)$, using the so-called weighted and shifted Gr\"unwald formula, leads to linear systems whose coefficient matrices…

Numerical Analysis · Mathematics 2022-04-06 Nikos Barakitis , Sven-Erik Ekström , Paris Vassalos

We consider a time-space fractional diffusion equation with a variable coefficient and investigate the inverse problem of reconstructing the source term, after regularizing the problem with the quasiboundary value method to mitigate the…

Numerical Analysis · Mathematics 2025-10-21 Asim Ilyas , Muhammad Faisal Khan , Rosita L. Sormani , Giacomo Tento , Stefano Serra-Capizzano

We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank-Nicolson in time and of second-order accurate tempered weighted and shifted Gr\"unwald difference in space leads to dense…

Numerical Analysis · Mathematics 2022-10-12 D. Ahmad , M. Donatelli , M. Mazza , S. Serra-Capizzano , K. Trotti
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