3,385 research outputs found
Numerical Methods for the Fractional Laplacian: a Finite Difference-quadrature Approach
The fractional Laplacian is a non-local operator which
depends on the parameter and recovers the usual Laplacian as . A numerical method for the fractional Laplacian is proposed, based on
the singular integral representation for the operator. The method combines
finite difference with numerical quadrature, to obtain a discrete convolution
operator with positive weights. The accuracy of the method is shown to be
. Convergence of the method is proven. The treatment of far
field boundary conditions using an asymptotic approximation to the integral is
used to obtain an accurate method. Numerical experiments on known exact
solutions validate the predicted convergence rates. Computational examples
include exponentially and algebraically decaying solution with varying
regularity. The generalization to nonlinear equations involving the operator is
discussed: the obstacle problem for the fractional Laplacian is computed.Comment: 29 pages, 9 figure
Rational approximation to the fractional Laplacian operator in reaction-diffusion problems
This paper provides a new numerical strategy to solve fractional in space
reaction-diffusion equations on bounded domains under homogeneous Dirichlet
boundary conditions. Using the matrix transform method the fractional Laplacian
operator is replaced by a matrix which, in general, is dense. The approach here
presented is based on the approximation of this matrix by the product of two
suitable banded matrices. This leads to a semi-linear initial value problem in
which the matrices involved are sparse. Numerical results are presented to
verify the effectiveness of the proposed solution strategy
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