Weiping Bu

Xiaoqiang Yue, Shi Shu, Xiaowen Xu et al.

The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to discretize spatial and temporal derivatives to propagate solutions. Next, we present a non-intrusive time-parallelization and its two-level convergence analysis, where we algorithmically and theoretically generalize the MGRIT to time-dependent fine time-grid propagators. Finally, numerical illustrations show that the obtained numerical scheme possesses the saturation error order, theoretical results of the two-level variant deliver good predictions, and significant speedups can be achieved when compared to parareal and the sequential time-stepping approach.

Minghua Chen, Weiping Bu, Wenya Qi et al.

In this article a theoretical framework for the Galerkin finite element approximation to the time-dependent Riesz tempered fractional problem is provided without the fractional regularity assumption. Because the time-dependent problems should become easier to solve as the time step $τ\rightarrow 0$, which correspond to the mass matrix dominant [R. E. Bank and T. Dupont, {\em Math. Comp.}, 153 (1981), pp. 35--51]. Based on the introduced and analysis of the fractional $τ$-norm, the uniform convergence estimates of the V-cycle multigrid method with the time-dependent fractional problem is strictly proved, which means that the convergence rate of the V-cycle MGM is independent of the mesh size $h$ and the time step $τ$. The numerical experiments are performed to verify the convergence with only $\mathcal{O}(N \mbox{log} N)$ complexity by the fast Fourier transform method, where $N$ is the number of the grid points. To the best of our knowledge, this is the first proof for the convergence rate of the V-cycle multigrid finite element method with $τ\rightarrow 0$.

Xiaoqiang Yue, Yehong Xu, Shi Shu et al.

In this study we construct a time-space finite element (FE) scheme and furnish cost-efficient approximations for one-dimensional multi-term time fractional advection diffusion equations on a bounded domain $Ω$. Firstly, a fully discrete scheme is obtained by the linear FE method in both temporal and spatial directions, and many characterizations on the resulting matrix are established. Secondly, the condition number estimation is proved, an adaptive algebraic multigrid (AMG) method is further developed to lessen computational cost and analyzed in the classical framework. Finally, some numerical experiments are implemented to reach the saturation error order in the $L^2(Ω)$ norm sense, and present theoretical confirmations and predictable behaviors of the proposed algorithm.

Xiaoqiang Yue, Weiping Bu, Shi Shu et al.

The paper aims to establish a fully discrete finite element (FE) scheme and provide cost-effective solutions for one-dimensional time-space Caputo-Riesz fractional diffusion equations on a bounded domain $Ω$. Firstly, we construct a fully discrete scheme of the linear FE method in both temporal and spatial directions, derive many characterizations on the coefficient matrix and numerically verify that the fully FE approximation possesses the saturation error order under $L^2(Ω)$ norm. Secondly, we theoretically prove the estimation $1+\mathcal{O}(τ^αh^{-2β})$ on the condition number of the coefficient matrix, in which $τ$ and $h$ respectively denote time and space step sizes. Finally, on the grounds of the estimation and fast Fourier transform, we develop and analyze an adaptive algebraic multigrid (AMG) method with low algorithmic complexity, reveal a reference formula to measure the strength-of-connection tolerance which severely affect the robustness of AMG methods in handling fractional diffusion equations, and illustrate the well robustness and high efficiency of the proposed algorithm compared with the classical AMG, conjugate gradient and Jacobi iterative methods.