A preconditioned generalized minimal residual method for solving a fractional diffusion equation

In this paper, we consider a fractional advection-diffusion equation. The implicit difference method is used to discretize the fractional diffusion equation. To improve the implicit method, we use a preconditioned generalized minimal residual (preconditioned GMRES) method. Numerical experiments are given to illustrate the efficiency of the method.

Keywords:

Fractional advection-diffusion equations , Preconditioer , Generalized minimal residual method