Abstract
We develop a fast parareal finite difference method for space-time fractional partial differential equation. The method properly handles the heavy tail behavior in the numerical discretization, while retaining the numerical advantages of conventional parareal algorithm. At each time step, we explore the structure of the stiffness matrix to develop a matrix-free preconditioned fast Krylov subspace iterative solver for the finite difference method without resorting to any lossy compression. Consequently, the method has significantly reduced computational complexity and memory requirement. Numerical experiments show the strong potential of the method.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
