Fine spectral estimates with applications to the optimally fast solution of large FDE linear systems. (English) Zbl 1502.15026
Summary: In the present article we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs). From one side they could look standard, since they are real, symmetric and positive definite. On the other hand they cause specific difficulties which prevent the successful use of classical tools. In particular the associated matrix-sequence, with respect to the matrix-size, is ill-conditioned and it is such that a generating function does not exists, but we face the problem of dealing with a sequence of generating functions with an intricate expression. Nevertheless, we obtain a real interval where the smallest eigenvalue belongs to, showing also its asymptotic behavior. We observe that the new bounds improve those already present in the literature and give more accurate pieces of spectral information, which are in fact used in the design of fast numerical algorithms for the associated large linear systems, approximating the given distributed order FDEs. Very satisfactory numerical results are presented and critically discussed, while a section with conclusions and open problems ends the current work.
MSC:
| 15B99 | Special matrices |
| 15A18 | Eigenvalues, singular values, and eigenvectors |
| 65F10 | Iterative numerical methods for linear systems |
| 26A33 | Fractional derivatives and integrals |
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