Volume 14, Issue 4
A Note on Parallel Preconditioning for the All-at-Once Solution of Riesz Fractional Diffusion Equations

Numer. Math. Theor. Meth. Appl., 14 (2021), pp. 893-919.

Published online: 2021-09

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• Abstract

The $p$-step backward difference formula (BDF) for solving systems of ODEs can be formulated as all-at-once linear systems that are solved by parallel-in-time preconditioned Krylov subspace solvers (see McDonald et al. [36] and Lin and Ng [32]). However, when the BDF$p$ (2 ≤ $p$ ≤ 6) method is used to solve time-dependent PDEs, the generalization of these studies is not straightforward as $p$-step BDF is not selfstarting for $p$ ≥ 2. In this note, we focus on the 2-step BDF which is often superior to the trapezoidal rule for solving the Riesz fractional diffusion equations, and show that it results into an all-at-once discretized system that is a low-rank perturbation of a block triangular Toeplitz system. We first give an estimation of the condition number of the all-at-once systems and then, capitalizing on previous work, we propose two block circulant (BC) preconditioners. Both the invertibility of these two BC preconditioners and the eigenvalue distributions of preconditioned matrices are discussed in details. An efficient implementation of these BC preconditioners is also presented, including the fast computation of dense structured Jacobi matrices. Finally, numerical experiments involving both the one- and two-dimensional Riesz fractional diffusion equations are reported to support our theoretical findings.

65F08, 15B05, 65M22, 35R11

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@Article{NMTMA-14-893, author = {Gu , Xian-MingZhao , Yong-LiangZhao , Xi-LeCarpentieri , Bruno and Huang , Yu-Yun}, title = {A Note on Parallel Preconditioning for the All-at-Once Solution of Riesz Fractional Diffusion Equations}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2021}, volume = {14}, number = {4}, pages = {893--919}, abstract = {

The $p$-step backward difference formula (BDF) for solving systems of ODEs can be formulated as all-at-once linear systems that are solved by parallel-in-time preconditioned Krylov subspace solvers (see McDonald et al. [36] and Lin and Ng [32]). However, when the BDF$p$ (2 ≤ $p$ ≤ 6) method is used to solve time-dependent PDEs, the generalization of these studies is not straightforward as $p$-step BDF is not selfstarting for $p$ ≥ 2. In this note, we focus on the 2-step BDF which is often superior to the trapezoidal rule for solving the Riesz fractional diffusion equations, and show that it results into an all-at-once discretized system that is a low-rank perturbation of a block triangular Toeplitz system. We first give an estimation of the condition number of the all-at-once systems and then, capitalizing on previous work, we propose two block circulant (BC) preconditioners. Both the invertibility of these two BC preconditioners and the eigenvalue distributions of preconditioned matrices are discussed in details. An efficient implementation of these BC preconditioners is also presented, including the fast computation of dense structured Jacobi matrices. Finally, numerical experiments involving both the one- and two-dimensional Riesz fractional diffusion equations are reported to support our theoretical findings.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.OA-2020-0020}, url = {http://global-sci.org/intro/article_detail/nmtma/19523.html} }
TY - JOUR T1 - A Note on Parallel Preconditioning for the All-at-Once Solution of Riesz Fractional Diffusion Equations AU - Gu , Xian-Ming AU - Zhao , Yong-Liang AU - Zhao , Xi-Le AU - Carpentieri , Bruno AU - Huang , Yu-Yun JO - Numerical Mathematics: Theory, Methods and Applications VL - 4 SP - 893 EP - 919 PY - 2021 DA - 2021/09 SN - 14 DO - http://doi.org/10.4208/nmtma.OA-2020-0020 UR - https://global-sci.org/intro/article_detail/nmtma/19523.html KW - Backwards difference formula, all-at-once discretization, parallel-in-time preconditioning, Krylov subspace solver, fractional diffusion equation. AB -

The $p$-step backward difference formula (BDF) for solving systems of ODEs can be formulated as all-at-once linear systems that are solved by parallel-in-time preconditioned Krylov subspace solvers (see McDonald et al. [36] and Lin and Ng [32]). However, when the BDF$p$ (2 ≤ $p$ ≤ 6) method is used to solve time-dependent PDEs, the generalization of these studies is not straightforward as $p$-step BDF is not selfstarting for $p$ ≥ 2. In this note, we focus on the 2-step BDF which is often superior to the trapezoidal rule for solving the Riesz fractional diffusion equations, and show that it results into an all-at-once discretized system that is a low-rank perturbation of a block triangular Toeplitz system. We first give an estimation of the condition number of the all-at-once systems and then, capitalizing on previous work, we propose two block circulant (BC) preconditioners. Both the invertibility of these two BC preconditioners and the eigenvalue distributions of preconditioned matrices are discussed in details. An efficient implementation of these BC preconditioners is also presented, including the fast computation of dense structured Jacobi matrices. Finally, numerical experiments involving both the one- and two-dimensional Riesz fractional diffusion equations are reported to support our theoretical findings.

Xian-Ming Gu, Yong-Liang Zhao, Xi-Le Zhao, Bruno Carpentieri & Yu-Yun Huang. (2021). A Note on Parallel Preconditioning for the All-at-Once Solution of Riesz Fractional Diffusion Equations. Numerical Mathematics: Theory, Methods and Applications. 14 (4). 893-919. doi:10.4208/nmtma.OA-2020-0020
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