研究生: |
曾仲麟 Tseng, Chung-Lin |
---|---|
論文名稱: |
分數階擴散方程的一個快速解法 An Efficient Solver for Fractional Diffusion Equations |
指導教授: |
王偉成
Wang, Wei-Cheng |
口試委員: |
林文偉
Lin, Wen-Wei 朱家杰 Chu, Chia-Chieh 劉晉良 Liu, Jinn-Liang 張德健 Chang, Der-Chen 楊肅煜 Yang, Suh-Yuh |
學位類別: |
博士 Doctor |
系所名稱: |
理學院 - 數學系 Department of Mathematics |
論文出版年: | 2019 |
畢業學年度: | 107 |
語文別: | 英文 |
論文頁數: | 30 |
中文關鍵詞: | 分數階 、微分 、預處理 、方程 、解法 、迭代 |
外文關鍵詞: | fractional, differential, precondition, equations, direct, iterative |
相關次數: | 點閱:79 下載:0 |
分享至: |
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
這段時間,分數階微分算子作為能夠發展準確描述複雜異常系統的數學模型的重要工具而備受關注。由於分數階微分算子是非局部的,相應的線性系統具有稠密,結構化的扥波力茲矩陣。 許多研究致力於為這種線性系統開發穩健且有效的解法。在這論文中,我們提出了一種基於新預處理器的分數階擴散方程的數值方法,使用這方法解分數階擴散方程我們可以使用直接法和迭代法,每個時間步長具有總O(N logN)運算量。數值結果表明新的方法相較現有方法是有競爭力的。
The fractional order differential operators have attracted considerable attention recently as an essential tool for developing more sophisticated mathematical models that can accurately describe complex anomalous systems. Since the fractional order differential operators are nonlocal, the corresponding linear system involves are dense, structured Toeplitz matrix. Many research activities are devoted to developing robust and efficient solvers for such linear systems. In this thesis, we propose a numerical method for the fractional diffusion equations based on a new preconditioner that
can be used to develop direct and iterative solvers for fractional diffusion equations with total O(N log N) operations per time step. Numerical results suggest the new method is a competitive alternative to existing methods.
1.
M. Ainsworth and Z. Mao,
Analysis and Approximation of a Fractional Cahn-Hilliard Equation,
SIAM J. Numer. Anal., 55 (4) (2017) pp. 1689-1718.
2.
M. Ainsworth and Z. Mao,
Well-posedness of the Cahn-Hilliard equation with fractional free energy and its Fourier Galerkin approximation,
Chaos Solitons Fractals, 102 (2017) pp. 264-273.
3.
E. Barkai, R. Metzler, and J. Klafter,
From continuous time random walks to the fractional Fokker-Planck equation,
Phys. Rev. E 61.1 (2000): 132.
4.
O. Bakunin,
Turbulence and diffusion: scaling versus equations, Springer Science & Business Media, 2008.
5.
S. Chen, J. Shen, and L. L. Wang
Generalized Jacobi functions and their applications to fractional differential equations,
Math. Comput. 85.300 (2016): 1603-1638.
6.
W. Chen,
Soft matter and fractional mathematics: insights into mesoscopic quantum and time-space structures,
arXiv preprint cond-mat/0405345, 2004.
7.
R. Cont and E. Voltchkova,
A finite difference scheme for option pricing in jump diffusion and exponential Levy models,
SIAM J. Numer. Anal., 43(4): pp. 1596-1626, 2005.
8.
K. Diethelm,
The analysis of fractional differential equations: An application-oriented exposition using differential operators of Caputo type,
Springer Science & Business Media, 2010.
9.
S. Duo, H. W. van Wyk, and Y. Zhang,
A novel and accurate finite difference method for the fractional Laplacian and the fractional Poisson problem,
J. Comput. Phys. 355 (2018): 233-252.
10.
B. Epps and B. Cushman-Roisin,
Turbulence modeling via the fractional Laplacian,
arXiv preprint arXiv:1803.05286, 2018.
11.
V. J. Ervin, N. Heuer, and J. P. Roop,
Numerical approximation of a time dependent, nonlinear, space-fractional diffusion equation,
SIAM J. Numer. Anal. 45(2) (2007) 572-591.
12.
G. H. Gao, Z. Z. Sun, and H. W. Zhang,
A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications,
J. Comput. Phys. 259 (2014): 33-50.
13.
G. Gilboa, and S. Osher,
Nonlocal operators with applications to image processing,
Multiscale Model Simul. 7.3 (2008): 1005-1028.
14.
Y. Huang, and A. Oberman,
Numerical methods for the fractional Laplacian: A finite difference-quadrature approach,
SIAM J.Numer. Anal 52.6 (2014): 3056-3084.
15.
J. Huang, Y. Tang, L. Vazquez, and J. Yang,
Two finite difference schemes for time fractional diffusion-wave equation,
Numer. Algorithms 64.4 (2013): 707-720.
16.
X. Q. Jin, F. R. Lin, and Z. Zhao,
Preconditioned iterative methods for two-dimensional space-fractional diffusion equations,
Comput. Phys. Commun. 18.2 (2015): 469-488.
17.
M. Kwasnicki,
Ten equivalent definitions of the fractional Laplace operator,
Fract. Calc. Appl. Anal., 20 (1) (2017) pp. 7-51.
18.
S. L. Lei, and H. W. Sun,
A circulant preconditioner for fractional diffusion equations
J. Comput. Phys. 242 (2013): 715-725.
19.
X. Li, and C. Xu,
A space-time spectral method for the time fractional diffusion equation,
SIAM J. Numer. Anal. 47(3) (2009) 2108-2131.
20.
X. Li, and C. Xu,
Existence and uniqueness of the weak solution of the space-time fractional diffusion equation and a spectral method approximation,
Commun. Comput. Phys. 8(5) (2010) 1016.
21.
F. R. Lin, S. W. Yang, and X. Q. Jin,
Preconditioned iterative methods for fractional diffusion equation,
J. Comput. Phys. 256 (2014): 109-117.
22.
X. L. Lin, M. K. Ng, and H. W. Sun,
A splitting preconditioner for Toeplitz-like linear systems arising from fractional diffusion equations,
SIAM J. Matrix Anal. Appl 38.4 (2017): 1580-1614.
23.
A. Lischke, G. Pang, M. Gulian, F. Song, C. Glusa, X. Zheng, Z. Mao, W. Cai, M. Meerschaert, M. Ainsworth, and G. Karniadakis,
What Is the Fractional Laplacian?,
arXiv preprintarXiv:1801.09767 (2018).
24.
Z. Mao, S. Chen, J. Shen,
Efficient and accurate spectral method using generalized Jacobi functions for solving Riesz fractional differential equations,
Appl. Numer. Math. 106 (2016) 165-181.
25.
M. Meerschaert, H. P. Scheffler, and C. Tadjeran,
Finite difference methods for two-dimensional fractional dispersion equation,
J. Comput. Phys. 211.1 (2006): 249-261.
26.
R. Metzler and J. Klafter,
The random walk's guide to anomalous diffusion: a fractional dynamics approach,
Phys. Rep. 339 (2000), pp. 1-77.
27.
R. Metzler and J. Klafter,
The restaurant at the end of the random walk:
recent developments in the description of anomalous transport by fractional dynamics,
J. Phys. A: Math. Gen. 37 1505-1535
28.
M. Meerschaert and C. Tadjeran,
Finite difference approximations for fractional advection dispersion flow equations,
J. Comput. Appl. Math 172.1 (2004): pp. 65-77.
29.
V. Minden, and L. Ying,
A simple solver for the fractional Laplacian in multiple dimensions,
arXiv preprint arXiv:1802.03770 (2018).
30.
I. Podlubny,
Fractional differential equations: an introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications,
Vol. 198. Elsevier, 1998.
31.
J. P. Roop,
Computational aspects of FEM approximation of fractional advection dispersion equations on bounded domains in R^2,
J. Comput. Appl. Math. 193(1) (2006) 243-268.
32.
S. Samko, A. Kilbas, and O. Marichev,
Fractional integrals and derivatives,
Gordon and Breach Science Publishers, Yverdon, 1993.
33.
J. Seymour, J. Gage, S. Codd, and R. Gerlach,
Magnetic resonance microscopy of biofouling induced scale dependent transport in porous media,
Adv. Water. Res. 30.6-7 (2007): 1408-1420.
34.
C. Tadjeran, M. Meerschaert, and H. P. Scheffler,
A second-order accurate numerical approximation for the fractional diffusion equation,
J. Comput. Phys. 213.1 (2006): 205-213.
35.
W. Y. Tian, H. Zhou, and W. Deng,
A class of second order difference approximations for
solving space fractional diffusion equations,
Math. Comput. 84.294 (2015): pp. 1703-1727.
36.
Y. N. Zhang, Z. Z. Sun, and H. L. Liao,
Finite difference methods for the time fractional diffusion equation on non-uniform meshes,
J. Comput. Phys. 265 (2014): 195-210.
37.
Z. Zhao, X. Q. Jin, and M. M. Lin,
Preconditioned iterative methods for space-time fractional advection-diffusion equations,
J. Comput. Phys. 319 (2016): 266-279.