Title
Fast Finite Difference Approximation for Identifying Parameters in a Two-dimensional Space-fractional Nonlocal Model with Variable Diffusivity Coefficients.
Abstract
In this paper, we consider an inverse problem for identifying the fractional derivative indices in a two-dimensional space-fractional nonlocal model based on a generalization of the two-sided Riemann-Liouville formulation with variable diffusivity coefficients. First, we derive an implicit difference method (IDM) for the direct problem and the stability and convergence of the IDM are discussed. Second, for the implementation of the IDM, we develop a fast bi-conjugate gradient stabilized method (FBi-CGSTAB) that is superior in computational performance to Gaussian elimination and attains the same accuracy. Third, we utilize the Levenberg-Marquardt (L-M) regularization technique combined with the Armijo rule (the popular inexact line search condition) to solve the modified nonlinear least squares model associated with the parameter identification. Finally, we carry out numerical tests to verify the accuracy and efficiency of the IDM. Numerical investigations are performed with both accurate data and noisy data to check the effectiveness of the L-M regularization method. The convergence behavior of the L-M for the inverse problem involving the space-fractional diffusion model is shown graphically.
Year
DOI
Venue
2016
10.1137/15M1019301
SIAM JOURNAL ON NUMERICAL ANALYSIS
Keywords
Field
DocType
space-fractional nonlocal model,variable coefficients,implicit difference method,FBi-CGSTAB,parameter identification,L-M regularization method
Convergence (routing),Mathematical analysis,Finite difference,Line search,Regularization (mathematics),Fractional calculus,Inverse problem,Non-linear least squares,Gaussian elimination,Mathematics
Journal
Volume
Issue
ISSN
54
2
0036-1429
Citations 
PageRank 
References 
15
0.76
0
Authors
5
Name
Order
Citations
PageRank
S. Chen1150.76
F. Liu241942.86
Xiaoyun Jiang311515.58
Ian Turner41016122.29
Kevin Burrage517924.07