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

Differential quadrature method for space-fractional diffusion equations on 2D irregular domains

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we develop the differential quadrature (DQ) methods for solving the 2D space-fractional diffusion equations on irregular domains. The methods in presence reduce the original equation into a set of ordinary differential equations (ODEs) by introducing valid DQ formulations to fractional directional derivatives based on the functional values at scattered nodal points on problem domain. The required weighted coefficients are calculated by using radial basis functions (RBFs) as trial functions, and the resultant ODEs are discretized by the Crank-Nicolson scheme. The main advantages of our methods lie in their flexibility and applicability to arbitrary domains. A series of illustrated examples are finally provided to support these points.Comment: 25 pages, 25 figures, 7 table

Symmetrization for Linear and Nonlinear Fractional Parabolic Equations of Porous Medium Type

We establish symmetrization results for the solutions of the linear fractional diffusion equation $\partial_t u +(-\Delta)^{\sigma/2}u=f$ and itselliptic counterpart $h v +(-\Delta)^{\sigma/2}v=f$, $h>0$, using the concept of comparison of concentrations. The results extend to the nonlinear version, $\partial_t u+(-\Delta)^{\sigma/2}A(u)=f$, but only when A:\re_+\to\re_+ is a concave function. In the elliptic case, complete symmetrization results are proved for $\,B(v)+(-\Delta)^{\sigma/2}v=f$ \ when $B(v)$ is a convex nonnegative function for $v>0$ with $B(0)=0$, and partial results when $B$ is concave. Remarkable counterexamples are constructed for the parabolic equation when $A$ is convex, resp. for the elliptic equation when $B$ is concave. Such counterexamples do not exist in the standard diffusion case $\sigma=2$.Comment: 42 pages, 1 figur

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