Fast iterative method with a second-order implicit difference scheme for time-space fractional convection–diffusion equation

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 weighted shifted Gr\"{u}nwald formulae is proposed with a discussion of the stability and convergence. We construct an implicit difference scheme (IDS) and show that it converges with second order accuracy in both time and space. Then, we develop fast solution methods for handling the resulting system of linear equation with the Toeplitz matrix. The fast Krylov subspace solvers with suitable circulant preconditioners are designed to deal with the resulting Toeplitz linear systems. Each time level of these methods reduces the memory requirement of the proposed implicit difference scheme from $\mathcal{O}(N^2)$ to $\mathcal{O}(N)$ and the computational complexity from $O(N^3)$ to $O(N\log N)$ in each iterative step, where $N$ is the number of grid nodes. Extensive numerical example runs show the utility of these methods over the traditional direct solvers of the implicit difference methods, in terms of computational cost and memory requirements.Comment: 29 pages, 8 tables, 4 figures. Submitted to academic journal for peer-review. arXiv admin note: text overlap with arXiv:1510.05089, arXiv:1503.04886 by other author

AbstractSUSHI (Scheme Using Stabilization and Hybrid Interfaces) is a finite volume method has been developed at the first time to approximate heterogeneous and anisotropic diffusion problems. It has been applied later to approximate several types of partial differential equations. The main feature of SUSHI is that the control volumes can only be assumed to be polyhedral. Further, a consistent and stable Discrete Gradient is developed.In this note, we establish a second order time accurate implicit scheme for the TFDWE (Time Fractional Diffusion-Wave Equation). The space discretization is based on the use of SUSHI whereas the time discretization is performed using a uniform mesh. The scheme is based on the use of an equivalent system of two low order equations. We sketch the proof of the convergence of the stated scheme. The convergence is unconditional. This work is an improvement of [3] in which a first order scheme, whose convergence is conditional, is established.

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