Numerical approximation of fractional powers of elliptic operators

DOI10.1093/IMANUM/DRZ013MaRDI QIDQ5857329zbMATH OpenOpenAlexWikidataFDO

Authors Beiping Duan, Raytcho D. Lazarov, Joseph E. Pasciak

Publication date 31 March 2021

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.10055

zbMATH Keywords

approximationfinite element approximationfractional powers of elliptic operatorsPadésolution methods for equations involving powers of SPD matrices

Mathematics Subject Classification ID

Second-order elliptic equations (35J15) Fractional partial differential equations (35R11) Padé approximation (41A21) Numerical computation of matrix exponential and similar matrix functions (65F60) 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)

Abstract: In this paper, we develop and study algorithms for approximately solving the linear algebraic systems: $mathcal{A}_h^{a}lpha{u}_h=f_h$, $0<alpha<1$, for $u_h,f_{h}in{V}_h$ with $V_h$ a finite element approximation space. Such problems arise in finite element or finite difference approximations of the problem $mathcal{A}^{a}lphau=f$ with $mathcalA$, for example, coming from a second order elliptic operator with homogeneous boundary conditions. The algorithms are motivated by the recent method of Vabishchevich, 2015, that relates the algebraic problem to a solution of a time-dependent initial value problem on the interval $[0,1]$. Here we develop and study two time stepping schemes based on diagonal Pad'e approximation to $(1+x{)}^{-alpha}$. The first one uses geometrically graded meshes in order to compensate for the singular behavior of the solution for $t$ close to $0$. The second algorithm uses uniform time stepping but requires smoothness of the data $f_h$ in discrete norms. For both methods, we estimate the error in terms of the number of time steps, with the regularity of $f_h$ playing a major role for the second method. Finally, we present numerical experiments for $mathcal{A}_h$ coming from the finite element approximations of second order elliptic boundary value problems in one and two spatial dimensions.

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Cited in

(24)

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• Padé-parametric FEM approximation for fractional powers of elliptic operators on manifolds
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• Analysis of BURA and BURA-based approximations of fractional powers of sparse SPD matrices
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• Mass Lumping and Numerical Quadrature for Approximation of Fractional Elliptic Differential Equations Driven by Gaussian White Noise

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