DNT preconditioner for one-sided space fractional diffusion equations

Abstract

In this paper, we consider diagonal-times-nonsymmetric-Toeplitz (DNT) preconditioner for Toeplitz-like linear systems arising from one-sided space fractional diffusion equations (OSFDE) with variable coefficients. We first correct the result of Lemma 3.3 in Lin et al. (BIT Numer Math 58, 729–748, 2018) and prove the corrected result. We then extend the DNT preconditioner to Toeplitz-like linear systems arising from OSFDEs, where high order difference operators are applied to discretize the fractional derivative. Theoretically, we prove that the condition number of the preconditioned matrix is uniformly bounded by a constant under mild assumptions and verify that several discretization schemes from the literature satisfy the required assumptions. Numerical results are reported to show the efficiency of the DNT preconditioner.