Finite element discretizations for variable-order fractional diffusion problems

DOI10.1007/S10915-023-02318-YMaRDI QIDQ6053001zbMATH OpenOpenAlexFDO

Authors Wenyu Lei, George M. Turkiyyah, Omar M. Knio

Publication date 25 September 2023

Published in Journal of Scientific Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2302.02863

zbMATH Keywords

fast multipole methodfinite element approximationfractional diffusionhierarchical low-rank approximationsvariable order

Mathematics Subject Classification ID

Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Fractional partial differential equations (35R11) Numerical quadrature and cubature formulas (65D32) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary element methods for boundary value problems involving PDEs (65N38)

Abstract: We present a finite element scheme for fractional diffusion problems with varying diffusivity and fractional order. We consider a symmetric integral form of these nonlocal equations defined on general geometries and in arbitrary bounded domains. A number of challenges are encountered when discretizing these equations. The first comes from the heterogeneous kernel singularity in the fractional integral operator. The second comes from the dense discrete operator with its quadratic growth in memory footprint and arithmetic operations. An additional challenge comes from the need to handle volume conditions-the generalization of classical local boundary conditions to the nonlocal setting. Satisfying these conditions requires that the effect of the whole domain, including both the interior and exterior regions, can be computed on every interior point in the discretization. Performed directly, this would result in quadratic complexity. To address these challenges, we propose a strategy that decomposes the stiffness matrix into three components. The first is a sparse matrix that handles the singular near-field separately and is computed by adapting singular quadrature techniques available for the homogeneous case to the case of spatially variable order. The second component handles the remaining smooth part of the near-field as well as the far field and is approximated by a hierarchical $mathcal{H}^2$ matrix that maintains linear complexity in storage and operations. The third component handles the effect of the global mesh at every node and is written as a weighted mass matrix whose density is computed by a fast-multipole type method. The resulting algorithm has therefore overall linear space and time complexity. Analysis of the consistency of the stiffness matrix is provided and numerical experiments are conducted to illustrate the convergence and performance of the proposed algorithm.

Review text

The authors present a finite element scheme to approximate a multidimensional fractional diffusion problems with spatially varying diffusivity and fractional order. An approach which decomposes the stiffness matrix into three components is proposed. The first is a sparse matrix that handles the singular near-field separately, and is computed by adapting singular quadrature techniques available for the homogeneous case to the case of spatially variable order. The second component handles the remaining smooth part of the near-field as well as the far-field, and is approximated by a hierarchical \(\mathcal{H}^2\) matrix that maintains linear complexity in storage and operations. The third component handles the effect of the global mesh at every node, and is written as a weighted mass matrix whose density is computed by a fast-multipole type method. The resulting algorithm has therefore overall linear space and time complexity. Analysis of the consistency of the stiffness matrix is provided. Some numerical tests are presented to illustrate the convergence and performance of the proposed algorithm.

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Cited in

(8)

• Efficient finite element numerical solution of the variable coefficient fractional subdiffusion equation
• A finite element formulation preserving symmetric and banded diffusion stiffness matrix characteristics for fractional differential equations
• scientific article; zbMATH DE number 1892477 (Why is no real title available?)
• The finite element method for fractional diffusion with spectral fractional Laplacian
• scientific article; zbMATH DE number 6296929 (Why is no real title available?)
• A fractional model for anomalous diffusion with increased variability: Analysis, algorithms and applications to interface problems
• Fourier pseudospectral methods for the variable-order space fractional wave equations
• Asymptotic compatibility of parametrized optimal design problems

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