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Related papers: A note on parallel preconditioning for the all-at-…

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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 work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main…

Numerical Analysis · Mathematics 2023-08-11 Sean Hon , Po Yin Fung , Jiamei Dong , Stefano Serra-Capizzano

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

Covariance matrices are central to data assimilation and inverse methods derived from statistical estimation theory. Previous work has considered the application of an all-at-once diffusion-based representation of a covariance matrix…

Numerical Analysis · Mathematics 2026-05-11 Jemima M. Tabeart , Selime Gürol , John W. Pearson , Anthony T. Weaver

In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term…

Numerical Analysis · Mathematics 2025-08-29 Chengchao Zhao , Nan Liu , Yuheng Ma , Jiwei Zhang

The recently introduced divergence-conforming B-spline discretizations allow the construction of smooth discrete velocity-pressure pairs for viscous incompressible flows that are at the same time inf-sup stable and divergence-free. When…

Numerical Analysis · Mathematics 2013-09-20 Adriano M. A. Cortes , Alvaro L. G. A. Coutinho

The backward differentiation formula (BDF) is a useful family of implicit methods for the numerical integration of stiff differential equations. It is well noticed that the stability and convergence of the $A$-stable BDF1 and BDF2 schemes…

Numerical Analysis · Mathematics 2021-02-10 Honglin Liao , Tao Tang , Tao Zhou

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

The finite difference scheme with the shifted Gr\"{u}nwarld formula is employed to semi-discrete the fractional diffusion equations. This spatial discretization can reduce to the large system of ordinary differential equations (ODEs) with…

Numerical Analysis · Mathematics 2013-05-30 Xian-Ming Gu , Ting-Zhu Huang , Xi-Le Zhao , Hou-Biao Li , Liang Li

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

McDonald, Pestana and Wathen (SIAM J. Sci. Comput. 40(2), pp. A2012-A1033, 2018) present a method for preconditioning of time-dependent PDEs via approximation by a nearby time-periodic problem, that is, they employ circulant-related…

Numerical Analysis · Mathematics 2018-10-02 Anthony Goddard , Andrew Wathen

Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time…

Numerical Analysis · Mathematics 2022-04-21 Ngoc Mai Monica Huynh , Luca Franco Pavarino , Simone Scacchi

An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear…

Numerical Analysis · Mathematics 2024-12-20 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

The aim of this paper is to develop and analyze high-order time stepping schemes for solving semilinear subdiffusion equations. We apply the $k$-step BDF convolution quadrature to discretize the time-fractional derivative with order…

Numerical Analysis · Mathematics 2020-03-10 Kai Wang , Zhi Zhou

In this article, we derive fast and robust parallel-in-time preconditioned iterative methods for the all-at-once linear systems arising upon discretization of time-dependent PDEs. The discretization we employ is based on a Runge--Kutta…

Numerical Analysis · Mathematics 2023-04-25 Santolo Leveque , Luca Bergamaschi , Ángeles Martínez , John W. Pearson

Singular source terms in sub-diffusion equations may lead to the unboundedness of solutions, which will bring a severe reduction of convergence order of existing time-stepping schemes. In this work, we propose two efficient time-stepping…

Numerical Analysis · Mathematics 2022-07-27 Han Zhou , Wenyi Tian

Parallel-in-time methods have become increasingly popular in the simulation of time-dependent numerical PDEs, allowing for the efficient use of additional MPI processes when spatial parallelism saturates. Most methods treat the solution and…

Numerical Analysis · Mathematics 2021-07-28 Federico Danieli , Ben S. Southworth , Andrew J. Wathen

In this work, we focus on a fractional differential equation in Riesz form discretized by a polynomial B-spline collocation method. For an arbitrary polynomial degree $p$, we show that the resulting coefficient matrices possess a…

Numerical Analysis · Mathematics 2021-06-29 Mariarosa Mazza , Marco Donatelli , Carla Manni , Hendrik Speleers

In this work, we propose a novel diagonalization-based preconditioner for the all-at-once linear system arising from the optimal control problem of parabolic equations. The proposed preconditioner is constructed based on an…

Numerical Analysis · Mathematics 2025-07-01 Sean Y. Hon , Po Yin Fung , Xue-lei Lin

In this paper, we propose numerical scheme for the Riesz space fractional advection-dispersion equations with delay (RFADED). Firstly, analytical solution for RFADED in terms of the functions of Mittag-Leffler type is derived. Secondly, the…

Numerical Analysis · Mathematics 2021-07-22 M. Saedshoar Heris , M. Javidi