Circulant preconditioners for a kind of spatial fractional diffusion equations

Abstract

© 2018, Springer Science+Business Media, LLC, part of Springer Nature. In this paper, circulant preconditioners are studied for discretized matrices arising from finite difference schemes for a kind of spatial fractional diffusion equations. The fractional differential operator is comprised of left-sided and right-sided derivatives with order in (12,1). The resulting discretized matrices preserve Toeplitz-like structure and hence their matrix-vector multiplications can be computed efficiently by the fast Fourier transform. Theoretically, the spectra of the circulant preconditioned matrices are shown to be clustered around 1 under some conditions. Numerical experiments are presented to demonstrate that the preconditioning technique is very efficient.