On $\tau$-preconditioners for a quasi-compact difference scheme to Riesz fractional diffusion equations with variable coefficients
In the present study, we consider the preconditioned generalized minimal residual (GMRES) method for the asymmetric linear systems arising from the $d$-dimensional Riesz space fractional diffusion equations (RSFDEs). The Crank-Nicolson scheme and a quasi-compact finite difference method are used to discretize the temporal derivative and Riesz space fractional derivatives in such RSFDEs, respectively. For the $d$-dimensional discretized RSFDEs, the corresponding coefficient matrix is the sum of a product of a $d$-level block tridiagonal matrix multiplying a diagonal matrix and a $d$-level Toeplitz matrix. We develop a sine transform based preconditioner (namely $\tau$ preconditioner) to accelerate the convergence of the GMRES method. Theoretical analysis shows that the upper bound of relative residual norm of the GMRES method with the proposed preconditioner is mesh-independent, which leads to a linear convergence rate. Numerical results are presented to confirm the theoretical results regarding the preconditioned matrix and to illustrate the efficiency of the proposed preconditioner.