Title
A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients
Abstract
In this paper, we derive a new nonlinear two-sided space-fractional diffusion equation with variable coefficients from the fractional Fick’s law. A semi-implicit difference method (SIDM) for this equation is proposed. The stability and convergence of the SIDM are discussed. For the implementation, we develop a fast accurate iterative method for the SIDM by decomposing the dense coefficient matrix into a combination of Toeplitz-like matrices. This fast iterative method significantly reduces the storage requirement of O(n2) and computational cost of O(n3) down to n and O(nlogn), where n is the number of grid points. The method retains the same accuracy as the underlying SIDM solved with Gaussian elimination. Finally, some numerical results are shown to verify the accuracy and efficiency of the new method.
Year
DOI
Venue
2015
10.1016/j.amc.2014.08.031
Applied Mathematics and Computation
Keywords
Field
DocType
fast fourier transform,anomalous diffusion,circulant matrix,toeplitz matrix
Mathematical optimization,Coefficient matrix,Nonlinear system,Iterative method,Matrix (mathematics),Mathematical analysis,Fast Fourier transform,Gaussian elimination,Anomalous diffusion,Mathematics,Diffusion equation
Journal
Volume
ISSN
Citations 
257
0096-3003
12
PageRank 
References 
Authors
0.77
12
5
Name
Order
Citations
PageRank
S. Chen1344.52
feng liu216316.86
Xiaoyun Jiang311515.58
Ian Turner41016122.29
Vo Anh5124491.60