A PDE approach to fractional diffusion: a space-fractional wave equation

Banjai L.; Otárola E.

Abstract

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order s is an element of(0,1), of symmetric, coercive, linear, elliptic, second-order operators in bounded domains Omega. We realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem posed on the semi-infinite cylinder C=Omega x(0,infinity). We thus rewrite our evolution problem as a quasi-stationary elliptic problem with a dynamic boundary condition and derive space, time, and space-time regularity estimates for its solution. The latter problem exhibits an exponential decay in the extended dimension and thus suggests a truncation that is suitable for numerical approximation. We propose and analyze two fully discrete schemes. The discretization in time is based on finite difference discretization techniques: the trapezoidal and leapfrog schemes. The discretization in space relies on the tensorization of a first-degree FEM in Omega with a suitable hp-FEM in the extended variable. For both schemes we derive stability and error estimates. We consider a first-degree FEM in Omega with mesh refinement near corners and the aforementioned hp-FEM in the extended variable and extend the a priori error analysis of the trapezoidal scheme for open, bounded, polytopal but not necessarily convex domains Omega subset of R2. We discuss implementation details and report several numerical examples.

Más información

Título según WOS: A PDE approach to fractional diffusion: a space-fractional wave equation
Título según SCOPUS: A PDE approach to fractional diffusion: a space-fractional wave equation
Título de la Revista: NUMERISCHE MATHEMATIK
Volumen: 143
Número: 1
Editorial: SPRINGER HEIDELBERG
Fecha de publicación: 2019
Página de inicio: 177
Página final: 222
Idioma: English
DOI:

10.1007/s00211-019-01055-5

Notas: ISI, SCOPUS