Multigrid waveform relaxation for the time-fractional heat equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(N M \log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented

On the bilateral preconditioning for an L2-type all-at-once system arising from time-space fractional Bloch-Torrey equations

Time-space fractional Bloch-Torrey equations (TSFBTEs) are developed by some researchers to investigate the relationship between diffusion and fractional-order dynamics. In this paper, we first propose a second-order implicit difference scheme for TSFBTEs by employing the recently proposed L2-type formula [A. A. Alikhanov, C. Huang, Appl. Math. Comput. (2021) 126545]. Then, we prove the stability and the convergence of the proposed scheme. Based on such a numerical scheme, an L2-type all-at-once system is derived. In order to solve this system in a parallel-in-time pattern, a bilateral preconditioning technique is designed to accelerate the convergence of Krylov subspace solvers according to the special structure of the coefficient matrix of the system. We theoretically show that the condition number of the preconditioned matrix is uniformly bounded by a constant for the time fractional order $\alpha \in (0,0.3624)$. Numerical results are reported to show the efficiency of our method.Comment: 24 pages, 6 tables, 4 figure

Multigrid waveform relaxation for the time-fractional heat equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(NM\log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semialgebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with nonsmooth solutions and a nonlinear problem with applications in porous media, are presented