A unified rational Krylov method for elliptic and parabolic fractional diffusion problems

نویسندگان

چکیده

We present a unified framework to efficiently approximate solutions fractional diffusion problems of stationary and parabolic type. After discretization, we can take the point view that solution is obtained by matrix-vector product form f τ ( L ) b $$ {f}^{\boldsymbol{\tau}}(L)\mathbf{b} , where discretization matrix spatial operator, \mathbf{b} prescribed vector, {f}^{\boldsymbol{\tau}} parametric function, such as power or Mittag-Leffler function. In abstract Stieltjes complete Bernstein functions, which functions are interested in belong to, apply rational Krylov method prove uniform convergence when using poles based on Zolotarëv's minimal deviation problem. The latter particularly suited for they allow an efficient query map ↦ \boldsymbol{\tau} \mapsto do not degenerate parameters approach zero. also variety both novel existing pole selection strategies develop computable error certificate. Our numerical experiments comprise detailed parameter study space-time compare performance with ones predicted our

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ژورنال

عنوان ژورنال: Numerical Linear Algebra With Applications

سال: 2023

ISSN: ['1070-5325', '1099-1506']

DOI: https://doi.org/10.1002/nla.2488