Numerical methods for a diffusive class of nonlocal operators

DOI10.1007/S10915-021-01543-7MaRDI QIDQ2049077zbMATH OpenOpenAlexFDO

Authors Gabriela Jaramillo, Loic Cappanera, Cory Ward

Publication date 24 August 2021

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

Full work available at URL https://arxiv.org/abs/2008.02865

zbMATH Keywords

convergence analysisfinite difference methodintegro-differential equationsnonlocal diffusion operatornumerical approximation

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Integral operators (45P05) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Abstract: In this paper we develop a numerical scheme based on quadratures to approximate solutions of integro-differential equations involving convolution kernels, $u$, of diffusive type. In particular, we assume $u$ is symmetric and exponentially decaying at infinity. We consider problems posed in bounded domains and in $R$. In the case of bounded domains with nonlocal Dirichlet boundary conditions, we show the convergence of the scheme for kernels that have positive tails, but that can take on negative values. When the equations are posed on all of $R$, we show that our scheme converges for nonnegative kernels. Since nonlocal Neumann boundary conditions lead to an equivalent formulation as in the unbounded case, we show that these last results also apply to the Neumann problem.

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Cited in

(3)

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