All-at-once multigrid approaches for one-dimensional space-fractional diffusion equations

We focus on a time-dependent one-dimensional space-fractional diffusion equation with constant diffusion coefficients. An all-at-once rephrasing of the discretized problem, obtained by considering the time as an additional dimension, yields a large block linear system and paves the way for parallelization. In particular, in case of uniform space–time meshes, the coefficient matrix shows a two-level Toeplitz structure, and such structure can be leveraged to build ad-hoc iterative solvers that aim at ensuring an overall computational cost independent of time. In this direction, we study the behavior of certain multigrid strategies with both semi- and full-coarsening that properly take into account the sources of anisotropy of the problem caused by the grid choice and the diffusion coefficients. The performances of the aforementioned multigrid methods reveal sensitive to the choice of the time discretization scheme. Many tests show that Crank–Nicolson prevents the multigrid to yield good convergence results, while second-order backward-difference scheme is shown to be unconditionally stable and that it allows good convergence under certain conditions on the grid and the diffusion coefficients. The effectiveness of our proposal is numerically confirmed in the case of variable coefficients too and a two-dimensional example is given.