A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients
S. Chen,
F. Liu,
X. Jiang,
I. Turner and
V. Anh
Applied Mathematics and Computation, 2015, vol. 257, issue C, 591-601
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.
Keywords: Anomalous diffusion; Variable coefficients; Stability and convergence; Bi-conjugate gradient stabilized method; Fast Fourier transform; Circulant matrix; Toeplitz matrix (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations: View citations in EconPapers (5)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300314011254
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:257:y:2015:i:c:p:591-601
DOI: 10.1016/j.amc.2014.08.031
Access Statistics for this article
Applied Mathematics and Computation is currently edited by Theodore Simos
More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().