Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation

In this study, the numerical solution of a space-fractional parabolic partial differential equation was considered. The investigation of the solution was made by focusing on the space-fractional diffusion equation (SFDE) problem. Note that the symmetry of an efficient approximation to the SFDE based...

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Main Authors: Andang Sunarto, Praveen Agarwal, Jackel, Chew Vui Lung, Jumat Sulaiman
Format: Article
Language:English
English
Published: Multidisciplinary Digital Publishing Institute (MDPI) AG 2021
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Online Access:https://eprints.ums.edu.my/id/eprint/29336/1/Approximation%20solution%20of%20the%20fractional%20parabolic%20partial%20differential%20equation%20by%20the%20half-sweep%20and%20preconditioned%20relaxation.pdf
https://eprints.ums.edu.my/id/eprint/29336/2/Approximation%20solution%20of%20the%20fractional%20parabolic%20partial%20differential%20equation%20by%20the%20half-sweep%20and%20preconditioned%20relaxation1.pdf
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author Andang Sunarto
Praveen Agarwal
Jackel, Chew Vui Lung
Jumat Sulaiman
author_facet Andang Sunarto
Praveen Agarwal
Jackel, Chew Vui Lung
Jumat Sulaiman
author_sort Andang Sunarto
collection UMS
description In this study, the numerical solution of a space-fractional parabolic partial differential equation was considered. The investigation of the solution was made by focusing on the space-fractional diffusion equation (SFDE) problem. Note that the symmetry of an efficient approximation to the SFDE based on a numerical method is related to the compatibility of a discretization scheme and a linear system solver. The application of the one-dimensional, linear, unconditionally stable, and implicit finite difference approximation to SFDE was studied. The general differential equation of the SFDE was discretized using the space-fractional derivative of Caputo with a half-sweep finite difference scheme. The implicit approximation to the SFDE was formulated, and the formation of a linear system with a coefficient matrix, which was large and sparse, is shown. The construction of a general preconditioned system of equation is also presented. This study’s contribution is the introduction of a half-sweep preconditioned successive over relaxation (HSPSOR) method for the solution of the SFDE-based system of equation. This work extended the use of the HSPSOR as an efficient numerical method for the time-fractional diffusion equation, which has been presented in the 5th North American International Conference on industrial engineering and operations management in Detroit, Michigan, USA, 10–14 August 2020. The current work proposed several SFDE examples to validate the performance of the HSPSOR iterative method in solving the fractional diffusion equation. The outcome of the numerical investigation illustrated the competence of the HSPSOR to solve the SFDE and proved that the HSPSOR is superior to the standard approximation, which is the full-sweep preconditioned SOR (FSPSOR), in terms of computational complexity.
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spelling ums.eprints-293362021-09-24T07:48:51Z https://eprints.ums.edu.my/id/eprint/29336/ Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation Andang Sunarto Praveen Agarwal Jackel, Chew Vui Lung Jumat Sulaiman QA273-280 Probabilities. Mathematical statistics In this study, the numerical solution of a space-fractional parabolic partial differential equation was considered. The investigation of the solution was made by focusing on the space-fractional diffusion equation (SFDE) problem. Note that the symmetry of an efficient approximation to the SFDE based on a numerical method is related to the compatibility of a discretization scheme and a linear system solver. The application of the one-dimensional, linear, unconditionally stable, and implicit finite difference approximation to SFDE was studied. The general differential equation of the SFDE was discretized using the space-fractional derivative of Caputo with a half-sweep finite difference scheme. The implicit approximation to the SFDE was formulated, and the formation of a linear system with a coefficient matrix, which was large and sparse, is shown. The construction of a general preconditioned system of equation is also presented. This study’s contribution is the introduction of a half-sweep preconditioned successive over relaxation (HSPSOR) method for the solution of the SFDE-based system of equation. This work extended the use of the HSPSOR as an efficient numerical method for the time-fractional diffusion equation, which has been presented in the 5th North American International Conference on industrial engineering and operations management in Detroit, Michigan, USA, 10–14 August 2020. The current work proposed several SFDE examples to validate the performance of the HSPSOR iterative method in solving the fractional diffusion equation. The outcome of the numerical investigation illustrated the competence of the HSPSOR to solve the SFDE and proved that the HSPSOR is superior to the standard approximation, which is the full-sweep preconditioned SOR (FSPSOR), in terms of computational complexity. Multidisciplinary Digital Publishing Institute (MDPI) AG 2021 Article PeerReviewed text en https://eprints.ums.edu.my/id/eprint/29336/1/Approximation%20solution%20of%20the%20fractional%20parabolic%20partial%20differential%20equation%20by%20the%20half-sweep%20and%20preconditioned%20relaxation.pdf text en https://eprints.ums.edu.my/id/eprint/29336/2/Approximation%20solution%20of%20the%20fractional%20parabolic%20partial%20differential%20equation%20by%20the%20half-sweep%20and%20preconditioned%20relaxation1.pdf Andang Sunarto and Praveen Agarwal and Jackel, Chew Vui Lung and Jumat Sulaiman (2021) Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation. Symmetry, 13 (1005). pp. 1-8. ISSN 2073-8994 https://www.mdpi.com/2073-8994/13/6/1005 https://doi.org/10.3390/sym13061005 https://doi.org/10.3390/sym13061005
spellingShingle QA273-280 Probabilities. Mathematical statistics
Andang Sunarto
Praveen Agarwal
Jackel, Chew Vui Lung
Jumat Sulaiman
Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation
title Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation
title_full Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation
title_fullStr Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation
title_full_unstemmed Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation
title_short Approximation solution of the fractional parabolic partial differential equation by the half-sweep and preconditioned relaxation
title_sort approximation solution of the fractional parabolic partial differential equation by the half sweep and preconditioned relaxation
topic QA273-280 Probabilities. Mathematical statistics
url https://eprints.ums.edu.my/id/eprint/29336/1/Approximation%20solution%20of%20the%20fractional%20parabolic%20partial%20differential%20equation%20by%20the%20half-sweep%20and%20preconditioned%20relaxation.pdf
https://eprints.ums.edu.my/id/eprint/29336/2/Approximation%20solution%20of%20the%20fractional%20parabolic%20partial%20differential%20equation%20by%20the%20half-sweep%20and%20preconditioned%20relaxation1.pdf
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