Performance of FSPAOR iteration for solving one-dimensional space-fractional diffusion equation

This paper considers the numerical solution of a one-dimensional space-fractional diffusion equation. To obtain the solution, we use an unconditionally stable implicit finite difference approximation with the Caputo’s space-fractional operator. We study on improving the convergence rate of the solution while solving the generated linear system through the approximation equation iteratively. In our study, we apply the preconditioning technique to construct a preconditioned linear system which eventually derives into a Full-Sweep Preconditioned AOR. From the presented results, we show that the proposed Full-Sweep Preconditioned AOR iterative method has superiority in efficiency compared to the basic Full-Sweep Preconditioned SOR and Full-Sweep Preconditioned Gauss-Seidel iterative methods.

[1]  Wei Zeng,et al.  Finite Difference/Finite Element Methods for Distributed-Order Time Fractional Diffusion Equations , 2017, J. Sci. Comput..

[2]  J. Sulaiman,et al.  MKSOR iterative method for the Grünwald implicit finite difference solution of one-dimensional time-fractional parabolic equations , 2019, THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019).

[3]  Zhao Ton A New Preconditioned AOR Iterative Method and Comparison Theorems , 2013 .

[4]  J. Sulaiman,et al.  Preconditioned SOR Method to Solve Time-Fractional Diffusion Equations , 2019, Journal of Physics: Conference Series.

[5]  J. Sulaiman,et al.  APPLICATION OF THE FULL-SWEEP AOR ITERATION CONCEPT FOR SPACE-FRACTIONAL DIFFUSION EQUATION , 2016 .

[6]  Yu-xin Zhang,et al.  Finite Difference Method for Solving the Time Fractional Diffusion Equation , 2012, AsiaSim.

[7]  Michael K. Ng,et al.  Circulant preconditioners for a kind of spatial fractional diffusion equations , 2018, Numerical Algorithms.

[8]  Fatmawati,et al.  A mathematical model of tuberculosis (TB) transmission with children and adults groups: A fractional model , 2020 .

[9]  Ananda D. Gunawardena,et al.  Modified iterative methods for consistent linear systems , 1991 .

[10]  W. Hackbusch Iterative Solution of Large Sparse Systems of Equations , 1993 .

[11]  Jinrong Wang,et al.  The Application of Fractional Calculus in Chinese Economic Growth Models , 2019, Mathematics.

[12]  G. B. Loghmani,et al.  NUMERICAL APPROXIMATION FOR SPACE FRACTIONAL DIFFUSION EQUATIONS VIA CHEBYSHEV FINITE DIFFERENCE METHOD , 2013 .

[13]  Aijuan Li A New Preconditioned AOR Iterative Method and Comparison Theorems for Linear Systems , 2012 .

[14]  Apostolos Hadjidimos,et al.  Accelerated overrelaxation method , 1978 .

[15]  Santos B. Yuste,et al.  Fast, accurate and robust adaptive finite difference methods for fractional diffusion equations , 2014, Numerical Algorithms.

[16]  M. Benzi Preconditioning techniques for large linear systems: a survey , 2002 .

[17]  Axel A. Araneda,et al.  The fractional and mixed-fractional CEV model , 2019, J. Comput. Appl. Math..

[18]  Chao Yang,et al.  Preconditioned iterative methods for eigenvalue counts , 2015, 1602.02306.