Matrix splitting preconditioning based on sine transform for solving two-dimensional space-fractional diffusion equations

Abstract

Finite difference discretization of the two-dimensional space-fractional diffusion equations derives a complicated linear system consisting of identity matrix and four scaled block-Toeplitz with Toeplitz block (BTTB) matrices resulted from the left and right Riemann–Liouville fractional derivatives in different directions. Incorporating with the diffusion coefficients and the symmetric parts of the BTTB matrices, we construct a diagonal and symmetric splitting (DSS) iteration method, which is demonstrated to be convergent conditionally when the considered space-fractional diffusion equations have sufficiently close diffusion coefficients. By further replacing the symmetric Toeplitz matrices involved in the BTTB matrices with τ matrices, an approximated DSS (ADSS) preconditioner based on two-dimensional fast sine transform is designed to accelerate the convergence rates of the Krylov subspace iteration methods. In this way, the total computational complexity of the ADSS-preconditioned GMRES method will be of O(n2logn), where n2 represents the dimension of the corresponding discrete linear system. In addition, theoretical analysis demonstrates that the eigenvalues of the ADSS-preconditioned matrix are weakly clustered around a complex disk centered at 1 with the radius less than 1. Numerical experiments show that the ADSS-preconditioned GMRES method is much more efficient than the other existing methods, and can show h-independent convergence behavior.