Finite difference method for inhomogeneous fractional Dirichlet problem

DOI10.4208/NMTMA.OA-2021-0173MaRDI QIDQ6359171arXivFDO

Authors Jing Sun, Weihua Deng, Daxin Nie

Publication date 27 January 2021

Published in arXiv

Full work available at URL https://doi.org/10.4208/NMTMA.OA-2021-0173

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) 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

cs.NAmath.NA

Abstract: We make the split of the integral fractional Laplacian as $(-Delta{)}^{s}u=(-Delta)(-Delta{)}^{s-1}u$, where $sin(0,frac12)cup(frac12,1)$. Based on this splitting, we respectively discretize the one- and two-dimensional integral fractional Laplacian with the inhomogeneous Dirichlet boundary condition and give the corresponding truncation errors with the help of the interpolation estimate. Moreover, the suitable corrections are proposed to guarantee the convergence in solving the inhomogeneous fractional Dirichlet problem and an $mathcalO(h^{1+alpha-2s})$ convergence rate is obtained when the solution $$, where $n$ is the dimension of the space, $alphain(max(0,2s-1),1]$, $delta$ is a fixed positive constant, and $h$ denotes mesh size. Finally, the performed numerical experiments confirm the theoretical results.

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