Abstract
The all-at-once system arising from fractional mobile/immobile advection–diffusion equations is studied. Firstly, the finite difference method with L1 formula is employed to discretize it. The resulting implicit scheme is a time-stepping scheme, which is not suitable for parallel computing. Based on this scheme, an all-at-once system is established, which will be suitable for parallel computing. Secondly, according to the block lower triangular Toeplitz structure of the all-at-once system, both the block bi-diagonal preconditioner and block stair preconditioner are designed. Finally, numerical examples are presented to show the performances of the proposed preconditioners.
Similar content being viewed by others
References
Banjai, L., Peterseim, D.: Parallel multistep methods for linear evolution problems. IMA J. Numer. Anal. 32, 1217–1240 (2012)
Chen, H., Zhang, T., Lv, W.: Block preconditioning strategies for time-space fractional diffusion equations. Appl. Math. Comput. 337, 41–53 (2018)
Chen, S., Liu, F., Zhuang, P., Anh, V.: Finite difference approximations for the fractional Fokker–Planck equation. Appl. Math. Model. 33, 256–273 (2009)
Gander, M.J.: 50 years of time parallel time integration. In: Carraro, T., Geiger, M., Körkel, S., Rannacher, R. (eds.) Multiple Shooting and Time Domain Decomposition Methods, pp. 69–114. Springer, Berlin (2015)
Gao, G.H., Sun, Z.Z.: A compact finite difference scheme for the fractional sub-diffusion equations. J. Comput. Phys. 230, 586–595 (2011)
Gao, G.H., Sun, Z.Z.: Two alternating direction implicit difference schemes for solving the two-dimensional time distributed-order wave equations. J. Sci. Comput. 69, 506–531 (2016)
Gorial, I.I.: A reliable algorithm for multi-dimensional mobile/immobile advection–dispersion equation with variable order fractional. Indian J. Sci. Technol. 11, 1–9 (2018). https://doi.org/10.17485/ijst/2018/v11i30/127486
Gu, X.M., Huang, T.Z., Ji, C.C., Carpentieri, B., Alikhanov, A.A.: Fast iterative method with a second-order implicit difference scheme for time-space fractional convection–diffusion equation. J. Sci. Comput. 72, 957–985 (2017)
Gu, X.M., Huang, T.Z., Zhao, X.L., Li, H.B., Li, L.: Strang-type preconditioners for solving fractional diffusion equations by boundary value methods. J. Comput. Appl. Math. 277, 73–86 (2015)
Gu, X.M., Wu, S.L.: A parallel-in-time iterative algorithm for Volterra partial integro-differential problems with weakly singular kernel. J. Comput. Phys. 417, 109576 (2020). https://doi.org/10.1016/j.jcp.2020.109576
Huang, Y.C., Lei, S.L.: A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations. Numer. Algorithms 76, 605–616 (2017)
Ji, C.C., Sun, Z.Z.: A high-order compact finite difference scheme for the fractional sub-diffusion equation. J. Sci. Comput. 64, 959–985 (2015)
Jian, H.Y., Huang, T.Z., Zhao, X.L., Zhao, Y.L.: A fast implicit difference scheme for a new class of time distributed-order and space fractional diffusion equations with variable coefficients. Adv. Differ. Equ. 2018, 205 (2018). https://doi.org/10.1186/s13662-018-1655-2
Ke, R., Ng, M.K., Sun, H.W.: A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations. J. Comput. Phys. 303, 203–211 (2015)
Li, C., Yi, Q., Chen, A.: Finite difference methods with non-uniform meshes for nonlinear fractional differential equations. J. Comput. Phys. 316, 614–631 (2016)
Li, H.B., Huang, T.Z., Zhang, Y., Liu, X.P., Li, H.: On some new approximate factorization methods for block tridiagonal matrices suitable for vector and parallel processors. Math. Comput. Simul. 79, 2135–2147 (2009)
Li, M., Gu, X.M., Huang, C., Fei, M., Zhang, G.: A fast linearized conservative finite element method for the strongly coupled nonlinear fractional Schrödinger equations. J. Comput. Phys. 358, 256–282 (2018)
Li, M., Huang, C., Ming, W.: A relaxation-type Galerkin FEM for nonlinear fractional Schrödinger equations. Numer. Algorithms 83, 99–124 (2020)
Li, M., Huang, C., Wang, P.: Galerkin finite element method for nonlinear fractional Schrödinger equations. Numer. Algorithms 74, 499–525 (2017)
Li, M., Huang, C., Zhao, Y.: Fast conservative numerical algorithm for the coupled fractional Klein–Gordon–Schrödinger equation. Numer. Algorithms 84, 1081–1119 (2019)
Li, M., Shi, D., Wang, J., Ming, W.: Unconditional superconvergence analysis of the conservative linearized Galerkin FEMs for nonlinear Klein–Gordon–Schrödinger equation. Appl. Numer. Math. 142, 47–63 (2019)
Li, M., Zhao, J., Huang, C., Chen, S.: Nonconforming virtual element method for the time fractional reaction–subdiffusion equation with non-smooth data. J. Sci. Comput. 81, 1823–1859 (2019)
Li, M., Zhao, Y.L.: A fast energy conserving finite element method for the nonlinear fractional Schrödinger equation with wave operator. Appl. Math. Comput. 338, 758–773 (2018)
Liu, F., Zhuang, P., Burrage, K.: Numerical methods and analysis for a class of fractional advection–dispersion models. Comput. Math. Appl. 64, 2990–3007 (2012)
Liu, Q., Liu, F., Turner, I., Anh, V., Gu, Y.T.: A RBF meshless approach for modeling a fractal mobile/immobile transport model. Appl. Math. Comput. 226, 336–347 (2014)
Lu, X., Pang, H.K., Sun, H.W.: Fast approximate inversion of a block triangular Toeplitz matrix with applications to fractional sub-diffusion equations. Numer. Linear Algebr. Appl. 22, 866–882 (2015)
Lu, X., Pang, H.K., Sun, H.W., Vong, S.W.: Approximate inversion method for time-fractional subdiffusion equations. Numer. Linear Algebr. Appl. 25, e2132 (2018). https://doi.org/10.1002/nla.2132
Luo, W.H., Huang, T.Z., Wu, G.C., Gu, X.M.: Quadratic spline collocation method for the time fractional subdiffusion equation. Appl. Math. Comput. 276, 252–265 (2016)
Ma, J.: A new finite element analysis for inhomogeneous boundary-value problems of space fractional differential equations. J. Sci. Comput. 70, 342–354 (2017)
McDonald, E., Pestana, J., Wathen, A.: Preconditioning and iterative solution of all-at-once systems for evolutionary partial differential equations. SIAM J. Sci. Comput. 40, A1012–A1033 (2018)
Murphy, M., Golub, G., Wathen, A.: A note on preconditioning for indefinite linear systems. SIAM J. Sci. Comput. 21, 1969–1972 (2000)
Podlubny, I.: Fractional Differential Equations, vol. 198. Academic Press, San Diego (1998)
Pourbashash, H., Baleanu, D., Al Qurashi, M.M.: On solving fractional mobile/immobile equation. Adv. Mech. Eng. 9, 1–12 (2017)
Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)
Schumer, R., Benson, D.A., Meerschaert, M.M., Baeumer, B.: Fractal mobile/immobile solute transport. Water Resour. Res. 39, 1296 (2003). https://doi.org/10.1029/2003WR002141
Tian, W., Zhou, H., Deng, W.: A class of second order difference approximations for solving space fractional diffusion equations. Math. Comput. 84, 1703–1727 (2015)
Varga, R.S.: Geršgorin and His Circles. Springer, Berlin (2004)
van der Vorst, H.A.: Bi-CGSTAB: a fast and smoothly converging variant of Bi-CG for the solution of nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 13, 631–644 (1992)
Wu, L., Zhai, S.: A new high order ADI numerical difference formula for time-fractional convection–diffusion equation. Appl. Math. Comput. (2019). https://doi.org/10.1016/j.amc.2019.124564
Yan, Y., Khan, M., Ford, N.J.: An analysis of the modified L1 scheme for time-fractional partial differential equations with nonsmooth data. SIAM J. Numer. Anal. 56, 210–227 (2018)
Yu, B., Jiang, X., Qi, H.: Numerical method for the estimation of the fractional parameters in the fractional mobile/immobile advection–diffusion model. Int. J. Comput. Math. 95, 1131–1150 (2018)
Zhai, S., Feng, X., He, Y.: An unconditionally stable compact ADI method for three-dimensional time-fractional convection–diffusion equation. J. Comput. Phys. 269, 138–155 (2014)
Zhai, S., Weng, Z., Feng, X., Yuan, J.: Investigations on several high-order ADI methods for time-space fractional diffusion equation. Numer. Algorithms 82, 69–106 (2019)
Zhang, H., Liu, F., Phanikumar, M.S., Meerschaert, M.M.: A novel numerical method for the time variable fractional order mobile-immobile advection–dispersion model. Comput. Math. Appl. 66, 693–701 (2013)
Zhang, Y., Benson, D.A., Reeves, D.M.: Time and space nonlocalities underlying fractional-derivative models: distinction and literature review of field applications. Adv. Water Resour. 32, 561–581 (2009)
Zhao, M., Wang, H., Cheng, A.: A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations with fractional derivative boundary conditions. J. Sci. Comput. 74, 1009–1033 (2018)
Zhao, Y.L., Zhu, P.Y., Gu, X.M., Zhao, X.L., Jian, H.Y.: A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation. J. Sci. Comput. 83, 10 (2020). https://doi.org/10.1007/s10915-020-01193-1
Zhao, Y.L., Zhu, P.Y., Luo, W.H.: A fast second-order implicit scheme for non-linear time-space fractional diffusion equation with time delay and drift term. Appl. Math. Comput. 336, 231–248 (2018)
Acknowledgements
The authors would like to thank the editor and anonymous referees for their valuable comments and detailed revision suggestions that have greatly improved the quality of this paper. This research is supported by the National Natural Science Foundation of China (Nos. 11801463 and 11701522), the Applied Basic Research Program of Sichuan Province (No. 2020YJ0007) and the Fundamental Research Funds for the Central Universities (No. JBK1902028).
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Zhao, YL., Gu, XM., Li, M. et al. Preconditioners for all-at-once system from the fractional mobile/immobile advection–diffusion model. J. Appl. Math. Comput. 65, 669–691 (2021). https://doi.org/10.1007/s12190-020-01410-y
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s12190-020-01410-y
Keywords
- All-at-once system
- Block lower triangular Toeplitz matrix
- Stair matrix
- Krylov subspace methods
- Fractional advection–differential equations
- L1 formula