A smoothing analysis for multigrid methods applied to tempered fractional problems

Abstract

ABSTRACT We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank–Nicolson in time and of second-order accurate tempered weighted and shifted Grünwald difference in space leads to dense (multilevel) Toeplitz-like linear systems. By exploiting the related structure, we design an ad-hoc multigrid solver and multigrid-based preconditioners, all with weighted Jacobi as smoother. A new smoothing analysis is provided, which refines state-of-the-art results expanding the set of suitable Jacobi weights. Furthermore, under the assumption that a multigrid method is effective in the non-tempered case, we prove that the same multigrid method is effective also in the tempered one. The numerical results confirm the theoretical analysis, showing that the resulting multigrid-based solvers are computationally effective for tempered fractional diffusion equations.