摘要:The fractional diffusion equations can be discretized by applying the implicit finite difference scheme and the unconditionally stable shifted Grünwald formula. Hence, the generating linear system has a real Toeplitz structure when the two diffusion coefficients are non-negative constants. Through a similarity transformation, the Toeplitz linear system can be converted to a generalized saddle point problem. We use the generalization of a parameterized inexact Uzawa (GPIU) method to solve such a kind of saddle point problem and give a new algorithm based on the GPIU method. Numerical results show the effectiveness and accuracy for the new algorithm.
关键词:Fractional diffusion equations;Generalized saddle point problem;Stability;Toeplitz linear system;The shifted Grünwald formula;