High order finite difference methods on non-uniform meshes for space fractional operators (Q273674)

Whereas discretization techniques based on non-uniform meshes constitute a standard technique in the numerical treatment of classical partial differential equations (PDEs), particularly those with singularities and smooth regions, the development of such techniques in the case of equations involving space fractional operators is much more problematic. Although the idea is essentially similar in this context (fine grids are used on the domain with weak regularity and more coarser grids where there the solution exhibits high regularity), serious difficulties concerning convergence arise from the nonlocal property of fractional operators. In this paper a novel strategy is proposed to deal with this issue. Based on a mollification technique, the solution to be approximated is decomposed as a sum of two functions possessing the same regularity conditions as the original, and then these two functions are discretized by using different step sizes. Finally, adding these two different discretization (and possibly also using interpolation), adaptive finite difference schemes of different orders are obtained. Since they have essentially the same structure, high order methods require basically the same computational effort, so that it is more advantageous using higher order schemes. A rigorous analysis of the convergence and unconditional stability properties of the new methods is also provided, together with some illustrations on numerical examples.