Rational Krylov methods for fractional diffusion problems on graphs

Abstract

In this paper we propose a method to compute the solution to the fractional diffusion equation on directed networks, which can be expressed in terms of the graph Laplacian $L$ as a product $f(L^T)\mathbf{b}$, where $f$ is a non-analytic function involving fractional powers and $\mathbf{b}$ is a given vector. The graph Laplacian is a singular matrix, causing Krylov methods for $f(L^T)\mathbf{b}$ to converge more slowly. In order to overcome this difficulty and achieve faster convergence, we use rational Krylov methods applied to a desingularized version of the graph Laplacian, obtained with either a rank-one shift or a projection on a subspace.

24 pages, 5 figures