Preconditioned iterative methods for solving a fractional advection-diffusion equation

B.  Raeisi; R. Khoshsiar Ghaziani

doi:10.5269/bspm.64142

B. Raeisi
R. Khoshsiar Ghaziani Shahrekord Univ.

Abstract

In this paper, we consider numerical solutions of a fractional advection-diffusion equation. We first, propose an implicit method based on Grunwald formulae and then discuss its stability and consistency. To improve the implicit method, we use a preconditioned generalized minimal residual (PGMRES) method and preconditioned conjugate gradient normal residual (PCGNR) method. Numerical experiments are given to illustrate efficiency of the method.

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