Diagonal and Toeplitz splitting iteration methods for diagonal‐plus‐Toeplitz linear systems from spatial fractional diffusion equations |
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Authors: | Zhong‐Zhi Bai Kang‐Ya Lu Jian‐Yu Pan |
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Institution: | 1. State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100190, P.R. China;2. School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, P.R. China;3. Department of Mathematics, East China Normal University, Shanghai 200241, P.R. China |
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Abstract: | The finite difference discretization of the spatial fractional diffusion equations gives discretized linear systems whose coefficient matrices have a diagonal‐plus‐Toeplitz structure. For solving these diagonal‐plus‐Toeplitz linear systems, we construct a class of diagonal and Toeplitz splitting iteration methods and establish its unconditional convergence theory. In particular, we derive a sharp upper bound about its asymptotic convergence rate and deduct the optimal value of its iteration parameter. The diagonal and Toeplitz splitting iteration method naturally leads to a diagonal and circulant splitting preconditioner. Analysis shows that the eigenvalues of the corresponding preconditioned matrix are clustered around 1, especially when the discretization step‐size h is small. Numerical results exhibit that the diagonal and circulant splitting preconditioner can significantly improve the convergence properties of GMRES and BiCGSTAB, and these preconditioned Krylov subspace iteration methods outperform the conjugate gradient method preconditioned by the approximate inverse circulant‐plus‐diagonal preconditioner proposed recently by Ng and Pan (M.K. Ng and J.‐Y. Pan, SIAM J. Sci. Comput. 2010;32:1442‐1464). Moreover, unlike this preconditioned conjugate gradient method, the preconditioned GMRES and BiCGSTAB methods show h‐independent convergence behavior even for the spatial fractional diffusion equations of discontinuous or big‐jump coefficients. |
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Keywords: | convergence Krylov subspace method matrix splitting iteration preconditioning spatial fractional diffusion equation spectral analysis |
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