Superfast solution of linear convolutional Volterra equations using QTT approximation

We address a linear fractional differential equation and develop effective solution methods using algorithms for the inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed by the divide and conquer and modified Bini's algorithms, for which we present the versions with the QTT approximation. We also present an efficient formula for the shift of vectors given in QTT format, which is used in the divide and conquer algorithm. As a result, we reduce the complexity of inversion from the fast Fourier level O ( n log n ) to the speed of superfast Fourier transform, i.e., O ( log 2 n ) . The results of the paper are illustrated by numerical examples.

[1]  Michael K. Ng,et al.  Fast inversion of triangular Toeplitz matrices , 2004, Theor. Comput. Sci..

[2]  Dario Bini,et al.  Parallel Solution of Certain Toeplitz Linear Systems , 1984, SIAM J. Comput..

[3]  Ivan Oseledets,et al.  Superfast inversion of two-level Toeplitz matrices using Newton iteration and tensor-displacement structure , 2007 .

[4]  Eugene E. Tyrtyshnikov,et al.  Linear algebra for tensor problems , 2009, Computing.

[5]  Ivan V. Oseledets,et al.  DMRG Approach to Fast Linear Algebra in the TT-Format , 2011, Comput. Methods Appl. Math..

[6]  V. Pan,et al.  Structured matrices and newton's iteration: unified approach , 2000 .

[7]  A. D. Freed,et al.  Fractional Calculus in Biomechanics: A 3D Viscoelastic Model Using Regularized Fractional Derivative Kernels with Application to the Human Calcaneal Fat Pad , 2006, Biomechanics and modeling in mechanobiology.

[8]  R. Bagley,et al.  On the Appearance of the Fractional Derivative in the Behavior of Real Materials , 1984 .

[9]  Yury F. Luchko,et al.  Algorithms for the fractional calculus: A selection of numerical methods , 2005 .

[10]  Allen C. Pipkin Fourier and Laplace Transforms , 1986 .

[11]  Peter Linz,et al.  Analytical and numerical methods for Volterra equations , 1985, SIAM studies in applied and numerical mathematics.

[12]  Vladimir A. Kazeev,et al.  Multilevel Toeplitz Matrices Generated by Tensor-Structured Vectors and Convolution with Logarithmic Complexity , 2013, SIAM J. Sci. Comput..

[13]  Luise Blank,et al.  Stability of collocation for weakly singular Volterra equations , 1995 .

[14]  J. C. van den Berg,et al.  Fourier and Laplace Transforms: Laplace transforms , 2003 .

[15]  Ivan V. Oseledets,et al.  Approximation of 2d˟2d Matrices Using Tensor Decomposition , 2010, SIAM J. Matrix Anal. Appl..

[16]  Boris N. Khoromskij,et al.  Approximate iterations for structured matrices , 2008, Numerische Mathematik.

[17]  K. Diethelm AN ALGORITHM FOR THE NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS OF FRACTIONAL ORDER , 1997 .

[18]  J. Tukey,et al.  An algorithm for the machine calculation of complex Fourier series , 1965 .

[19]  Ivan Oseledets,et al.  Tensor-Train Decomposition , 2011, SIAM J. Sci. Comput..

[20]  Luise Blank,et al.  Stability results for collocation methods for Volterra integral equations , 1996 .

[21]  Boris N. Khoromskij,et al.  Superfast Fourier Transform Using QTT Approximation , 2012 .

[22]  Dmitry V. Savostyanov QTT-rank-one vectors with QTT-rank-one and full-rank Fourier images , 2012 .

[23]  Ivan Oseledets,et al.  A new tensor decomposition , 2009 .

[24]  Francesco Mainardi,et al.  Linear models of dissipation in anelastic solids , 1971 .

[25]  Gene H. Golub,et al.  Matrix computations , 1983 .

[26]  Ivan V. Oseledets,et al.  Fast adaptive interpolation of multi-dimensional arrays in tensor train format , 2011, The 2011 International Workshop on Multidimensional (nD) Systems.

[27]  I. Podlubny Fractional differential equations , 1998 .

[28]  S. Momani,et al.  AN ALGORITHM FOR THE NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS OF FRACTIONAL ORDER , 2008 .

[29]  G. Schulz Iterative Berechung der reziproken Matrix , 1933 .

[30]  Adi Ben-Israel,et al.  On Iterative Computation of Generalized Inverses and Associated Projections , 1966 .

[31]  I. Podlubny Matrix Approach to Discrete Fractional Calculus , 2000 .

[32]  Brian J. Murphy,et al.  Acceleration of the Inversion of Triangular Toeplitz Matrices and Polynomial Division , 2011, CASC.

[33]  Alan D. Freed,et al.  Detailed Error Analysis for a Fractional Adams Method , 2004, Numerical Algorithms.

[34]  Neville J. Ford,et al.  The numerical solution of fractional differential equations: Speed versus accuracy , 2001, Numerical Algorithms.

[35]  B. Khoromskij O(dlog N)-Quantics Approximation of N-d Tensors in High-Dimensional Numerical Modeling , 2011 .

[36]  Artur Ekert,et al.  Quantum algorithms: entanglement–enhanced information processing , 1998, Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[37]  K. Diethelm The Analysis of Fractional Differential Equations: An Application-Oriented Exposition Using Differential Operators of Caputo Type , 2010 .

[38]  J. Schauder,et al.  Der Fixpunktsatz in Funktionalraümen , 1930 .

[39]  Victor Y. Pan,et al.  An Improved Newton Iteration for the Generalized Inverse of a Matrix, with Applications , 1991, SIAM J. Sci. Comput..

[40]  Martin Morf,et al.  Doubling algorithms for Toeplitz and related equations , 1980, ICASSP.