Abstract

The purpose of this work is to introduce and analyze a numerical scheme to efficiently solve boundary value problems involving the spectral fractional Laplacian. The approach is based on a reformulation of the problem posed on a semi-infinite cylinder in one more spatial dimension. After a suitable truncation of this cylinder, the resulting problem is discretized with linear finite elements in the original domain and with $hp$-finite elements in the extended direction. The proposed approach yields a drastic reduction of the computational complexity in terms of degrees of freedom and even has slightly improved convergence properties compared to the state-of-the-art discretization using linear finite elements for both the original domain and the extended direction. The performance of the method is illustrated by numerical experiments.

Keywords

  1. fractional Laplace operator
  2. nonlocal operators
  3. finite elements
  4. $hp$-finite elements
  5. discretization error estimates
  6. anisotropic meshes

MSC codes

  1. 35S15
  2. 65R20
  3. 65N12
  4. 65N30

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards Applied Mathematics Series 55, Superintendent of Documents, U.S. Government Printing Office, Washington, DC, 1964.
2.
G. Acosta, F. M. Bersetche, and J. P. Borthagaray, Finite Element Approximations for Fractional Evolution Problems, arXiv:1705.09815, 2017.
3.
G. Acosta, F. M. Bersetche, and J. P. Borthagaray, A short FE implementation for a 2D homogeneous Dirichlet problem of a fractional Laplacian, Comput. Math. Appl., 74 (2017), pp. 784--816.
4.
G. Acosta and J. P. Borthagaray, A fractional Laplace equation: Regularity of solutions and finite element approximations, SIAM J. Numer. Anal., 55 (2017), pp. 472--495.
5.
G. Acosta, J. P. Borthagaray, O. Bruno, and M. Maas, Regularity theory and high order numerical methods for the (1D)-Fractional Laplacian, Math. Comp., 87 (2018), pp. 1821--1857.
6.
T. Apel, A.-M. Sändig, and J. R. Whiteman, Graded mesh refinement and error estimates for finite element solutions of elliptic boundary value problems in non-smooth domains, Math. Methods Appl. Sci., 19 (1996), pp. 63--85.
7.
A. Bonito, W. Lei, and J. E. Pasciak, The approximation of parabolic equations involving fractional powers of elliptic operators, J. Comput. Appl. Math., 315 (2017), pp. 32--48.
8.
A. Bonito, W. Lei, and J. E. Pasciak, Numerical Approximation of Space-Time Fractional Parabolic Equations, arXiv:1704.04254, 2017.
9.
A. Bonito and J. E. Pasciak, Numerical approximation of fractional powers of elliptic operators, Math. Comp., 84 (2015), pp. 2083--2110.
10.
A. Bonito and J. E. Pasciak, Numerical approximation of fractional powers of regularly accretive operators, IMA J. Numer. Anal., 37 (2017), pp. 1245--1273.
11.
J. P. Borthagaray, L. M. Del Pezzo, and S. Martínez, Finite Element Approximation for the Fractional Eigenvalue Problem, arXiv:1603.00317, 2016.
12.
X. Cabré and J. Tan, Positive solutions of nonlinear problems involving the square root of the Laplacian, Adv. Math., 224 (2010), pp. 2052--2093.
13.
L. Caffarelli and L. Silvestre, An extension problem related to the fractional Laplacian, Comm. Partial Differential Equations, 32 (2007), pp. 1245--1260.
14.
A. Capella, J. Dávila, L. Dupaigne, and Y. Sire, Regularity of radial extremal solutions for some non-local semilinear equations, Comm. Partial Differential Equations, 36 (2011), pp. 1353--1384.
15.
L. Chen, R. H. Nochetto, E. Otárola, and A. J. Salgado, A PDE approach to fractional diffusion: A posteriori error analysis, J. Comput. Phys., 293 (2015), pp. 339--358.
16.
L. Chen, R. H. Nochetto, E. Otárola, and A. J. Salgado, Multilevel methods for nonuniformly elliptic operators and fractional diffusion, Math. Comp., 85 (2016), pp. 2583--2607.
17.
M. Dauge, Elliptic Boundary Value Problems on Corner Domains: Smoothness and Asymptotics of Solutions, Lecture Notes in Math., Springer-Verlag, Berlin, 1988.
18.
M. D'Elia and M. Gunzburger, The fractional Laplacian operator on bounded domains as a special case of the nonlocal diffusion operator, Comput. Math. Appl., 66 (2013), pp. 1245--1260.
19.
L. Fejér, Bestimmung derjenigen Abszissen eines Intervalles, für welche die Quadratsumme der Grundfunktionen der Lagrangeschen Interpolation im Intervalle ein Möglichst kleines Maximum Besitzt, Ann. Scuola Norm. Sup. Pisa Cl. Sci. (2), 1 (1932), pp. 263--276.
20.
Q. Guan and M. Gunzburger, $\theta$ schemes for finite element discretization of the space-time fractional diffusion equations, J. Comput. Appl. Math., 288 (2015), pp. 264--273.
21.
Q. Guan and M. Gunzburger, Analysis and approximation of a nonlocal obstacle problem, J. Comput. Appl. Math., 313 (2017), pp. 102--118.
22.
Y. Huang and A. Oberman, Numerical methods for the fractional Laplacian: A finite difference--quadrature approach, SIAM J. Numer. Anal., 52 (2014), pp. 3056--3084.
23.
M. Ilić, F. Liu, I. Turner, and V. Anh, Numerical approximation of a fractional-in-space diffusion equation. I, Fract. Calc. Appl. Anal., 8 (2005), pp. 323--341.
24.
M. Ilić, F. Liu, I. Turner, and V. Anh, Numerical approximation of a fractional-in-space diffusion equation. II. With nonhomogeneous boundary conditions, Fract. Calc. Appl. Anal., 9 (2006), pp. 333--349.
25.
L. Lorch, Inequalities for ultraspherical polynomials and the gamma function, J. Approx. Theory, 40 (1984), pp. 115--120.
26.
V. Maz'ya and J. Rossmann, Elliptic Equations in Polyhedral Domains, Math. Surveys Monogr., AMS, Providence, RI, 2010.
27.
J. M. Melenk, $hp$-Finite Element Methods for Singular Perturbations, Lecture Notes in Math., Springer-Verlag, Berlin, 2002.
28.
K. S. Miller and S. G. Samko, Completely monotonic functions, Integral Transform. Spec. Funct., 12 (2001), pp. 389--402.
29.
S. A. Molčanov and E. Ostrovskiĭ, Symmetric stable processes as traces of degenerate diffusion processes, Teor. Verojatnost. i Primenen., 14 (1969), pp. 127--130.
30.
R. H. Nochetto, E. Otárola, and A. J. Salgado, Convergence rates for the classical, thin and fractional elliptic obstacle problems, Philos. Trans. Roy. Soc. A, 373 (2015), pp. 20140449, 14.
31.
R. H. Nochetto, E. Otárola, and A. J. Salgado, A PDE approach to fractional diffusion in general domains: A priori error analysis, Found. Comput. Math., 15 (2015), pp. 733--791.
32.
R. H. Nochetto, E. Otárola, and A. J. Salgado, A PDE approach to space-time fractional parabolic problems, SIAM J. Numer. Anal., 54 (2016), pp. 848--873.
33.
L. A. Oganesjan and L. A. Ruhovec, Variatsionno-raznostnye metody resheniya ellipticheskikh uravneniĭ, Akad. Nauk Armyan. SSR, Erevan, 1979.
34.
P. Šolín, K. Segeth, and I. Doležel, Higher-Order Finite Element Methods, Stud. Adv. Math., Chapman & Hall/CRC, Boca Raton, FL 2004.
35.
P. R. Stinga and J. L. Torrea, Extension problem and Harnack's inequality for some fractional operators, Comm. Partial Differential Equations, 35 (2010), pp. 2092--2122.
36.
Q. Yang, I. Turner, F. Liu, and M. Ilić, Novel numerical methods for solving the time-space fractional diffusion equation in two dimensions, SIAM J. Sci. Comput., 33 (2011), pp. 1159--1180.

Information & Authors

Information

Published In

cover image SIAM Journal on Numerical Analysis
SIAM Journal on Numerical Analysis
Pages: 2345 - 2374
ISSN (online): 1095-7170

History

Submitted: 20 June 2017
Accepted: 21 June 2018
Published online: 2 August 2018

Keywords

  1. fractional Laplace operator
  2. nonlocal operators
  3. finite elements
  4. $hp$-finite elements
  5. discretization error estimates
  6. anisotropic meshes

MSC codes

  1. 35S15
  2. 65R20
  3. 65N12
  4. 65N30

Authors

Affiliations

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited By

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media

The SIAM Publications Library now uses SIAM Single Sign-On for individuals. If you do not have existing SIAM credentials, create your SIAM account https://my.siam.org.