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Volume 12, Issue 2
A Block Fast Regularized Hermitian Splitting Preconditioner for Two-Dimensional Discretized Almost Isotropic Spatial Fractional Diffusion Equations

Yao-Ning Liu & Galina V. Muratova

East Asian J. Appl. Math., 12 (2022), pp. 213-232.

Published online: 2022-02

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  • Abstract

Block fast regularized Hermitian splitting preconditioners for matrices arising in approximate solution of two-dimensional almost-isotropic spatial fractional diffusion equations are constructed. The matrices under consideration can be represented as the sum of two terms, each of which is a nonnegative diagonal matrix multiplied by a block Toeplitz matrix having a special structure. We prove that excluding a small number of outliers, the eigenvalues of the preconditioned matrix are located in a complex disk of radius $r<1$ and centered at the point $z_0=1$. Numerical experiments show that such structured preconditioners can significantly improve computational efficiency of the Krylov subspace iteration methods such as the generalized minimal residual and bi-conjugate gradient stabilized methods. Moreover, if the corresponding equation is almost isotropic, the methods constructed outperform many other existing preconditioners.

  • AMS Subject Headings

65F08, 65F10, 65N06, 65N22, CR:G1.3

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{EAJAM-12-213, author = {Liu , Yao-Ning and Muratova , Galina V.}, title = {A Block Fast Regularized Hermitian Splitting Preconditioner for Two-Dimensional Discretized Almost Isotropic Spatial Fractional Diffusion Equations}, journal = {East Asian Journal on Applied Mathematics}, year = {2022}, volume = {12}, number = {2}, pages = {213--232}, abstract = {

Block fast regularized Hermitian splitting preconditioners for matrices arising in approximate solution of two-dimensional almost-isotropic spatial fractional diffusion equations are constructed. The matrices under consideration can be represented as the sum of two terms, each of which is a nonnegative diagonal matrix multiplied by a block Toeplitz matrix having a special structure. We prove that excluding a small number of outliers, the eigenvalues of the preconditioned matrix are located in a complex disk of radius $r<1$ and centered at the point $z_0=1$. Numerical experiments show that such structured preconditioners can significantly improve computational efficiency of the Krylov subspace iteration methods such as the generalized minimal residual and bi-conjugate gradient stabilized methods. Moreover, if the corresponding equation is almost isotropic, the methods constructed outperform many other existing preconditioners.

}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.070621.300821 }, url = {http://global-sci.org/intro/article_detail/eajam/20251.html} }
TY - JOUR T1 - A Block Fast Regularized Hermitian Splitting Preconditioner for Two-Dimensional Discretized Almost Isotropic Spatial Fractional Diffusion Equations AU - Liu , Yao-Ning AU - Muratova , Galina V. JO - East Asian Journal on Applied Mathematics VL - 2 SP - 213 EP - 232 PY - 2022 DA - 2022/02 SN - 12 DO - http://doi.org/10.4208/eajam.070621.300821 UR - https://global-sci.org/intro/article_detail/eajam/20251.html KW - Preconditioning, spatial fractional diffusion equation, Toeplitz matrix, two-dimensional problem. AB -

Block fast regularized Hermitian splitting preconditioners for matrices arising in approximate solution of two-dimensional almost-isotropic spatial fractional diffusion equations are constructed. The matrices under consideration can be represented as the sum of two terms, each of which is a nonnegative diagonal matrix multiplied by a block Toeplitz matrix having a special structure. We prove that excluding a small number of outliers, the eigenvalues of the preconditioned matrix are located in a complex disk of radius $r<1$ and centered at the point $z_0=1$. Numerical experiments show that such structured preconditioners can significantly improve computational efficiency of the Krylov subspace iteration methods such as the generalized minimal residual and bi-conjugate gradient stabilized methods. Moreover, if the corresponding equation is almost isotropic, the methods constructed outperform many other existing preconditioners.

Liu , Yao-Ning and Muratova , Galina V.. (2022). A Block Fast Regularized Hermitian Splitting Preconditioner for Two-Dimensional Discretized Almost Isotropic Spatial Fractional Diffusion Equations. East Asian Journal on Applied Mathematics. 12 (2). 213-232. doi:10.4208/eajam.070621.300821
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