Numerical Methods for the Fractional Laplacian: a Finite Difference-quadrature Approach

The fractional Laplacian $(-\Delta)^{\alpha/2}$ is a non-local operator which depends on the parameter $\alpha$ and recovers the usual Laplacian as $\alpha \to 2$. 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 $O(h^{3-\alpha})$. 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

Symmetrization for fractional elliptic and parabolic equations and an isoperimetric application

We develop further the theory of symmetrization of fractional Laplacian operators contained in recent works of two of the authors. The theory leads to optimal estimates in the form of concentration comparison inequalities for both elliptic and parabolic equations. In this paper we extend the theory for the so-called \emph{restricted} fractional Laplacian defined on a bounded domain $\Omega$ of $\mathbb R^N$ with zero Dirichlet conditions outside of $\Omega$. As an application, we derive an original proof of the corresponding fractional Faber-Krahn inequality. We also provide a more classical variational proof of the inequality.Comment: arXiv admin note: substantial text overlap with arXiv:1303.297