Algorithm implementation and numerical analysis for the two-dimensional tempered fractional Laplacian

DOI10.1007/S10543-021-00860-5MaRDI QIDQ6297423arXivFDO

Authors Jing Sun, Daxin Nie, Weihua Deng

Publication date 7 February 2018

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10543-021-00860-5

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Processes with independent increments; Lévy processes (60G51) Numerical interpolation (65D05) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15)

arXiv classification

math.NA

Abstract: Tempered fractional Laplacian is the generator of the tempered isotropic L'evy process [W.H. Deng, B.Y. Li, W.Y. Tian, and P.W. Zhang, Multiscale Model. Simul., 16(1), 125-149, 2018]. This paper provides the finite difference discretization for the two dimensional tempered fractional Laplacian $$. Then we use it to solve the tempered fractional Poisson equation with Dirichlet boundary conditions and derive the error estimates. Numerical experiments verify the convergence rates and effectiveness of the schemes.

Cited in

(1)

• A Weighted Integral-Regularized Finite Difference Scheme for the Tempered Fractional Laplacian

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