Comparison analysis of two numerical methods for fractional diffusion problems based on the best rational approximations of t^ on [0, 1]

DOI10.1007/978-3-030-14244-5_9MaRDI QIDQ2290595zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 January 2020

Full work available at URL https://arxiv.org/abs/1805.00711

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Fractional partial differential equations (35R11) Approximation by rational functions (41A20) Numerical quadrature and cubature formulas (65D32) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Finite difference methods for boundary value problems involving PDEs (65N06) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: We discuss, study, and compare experimentally three methods for solving the system of algebraic equations $$, $0<alpha<1$, where $mathbbA$ is a symmetric and positive definite matrix obtained from finite difference or finite element approximations of second order elliptic problems in $mathbb{R}^d$, $d=1,2,3$. The first method, introduced by Harizanov et.al, based on the best uniform rational approximation (BURA) $r_{a}lpha(t)$ of $t^{1-alpha}$ for $0letle1$, is used to get the rational approximation of $t^{-alpha}$ in the form $t^{-1}{r}_{a}lpha(t)$. Here we develop another method, denoted by R-BURA, that is based on the best rational approximation $r_{1-alpha}(t)$ of $t^{a}lpha$ on the interval $[0,1]$ and approximates $t^{-alpha}$ via $r_{1-alpha}^{-1}(t)$. The third method, introduced and studied by Bonito and Pasciak, is based on an exponentially convergent quadrature scheme for the Dundord-Taylor integral representation of the fractional powers of elliptic operators. All three methods reduce the solution of the system $$ to solving a number of equations of the type $$, $cge0$. Comprehensive numerical experiments on model problems with $mathbbA$ obtained by approximation of elliptic equations in one and two spatial dimensions are used to compare the efficiency of these three algorithms depending on the fractional power $alpha$. The presented results prove the concept of the new R-BURA method, which performs well for $alpha$ close to $1$ in contrast to BURA, which performs well for $alpha$ close to $0$. As a result, we show theoretically and experimentally, that they have mutually complementary advantages.

Recommendations

• Numerical solution of fractional diffusion-reaction problems based on BURA
• Reduced sum implementation of the BURA method for spectral fractional diffusion problems
• A survey on numerical methods for spectral space-fractional diffusion problems
• Optimal solvers for linear systems with fractional powers of sparse SPD matrices.
• Numerical approximation of fractional powers of elliptic operators

Cited in

(18)

• An algorithm for best rational approximation based on barycentric rational interpolation
• Analysis of numerical methods for spectral fractional elliptic equations based on the best uniform rational approximation
• A Newton's method for best uniform polynomial approximation
• Reduced sum implementation of the BURA method for spectral fractional diffusion problems
• Performance study of hierarchical semi-separable compression solver for parabolic problems with space-fractional diffusion
• Exponentially convergent trapezoidal rules to approximate fractional powers of operators
• Padé-type approximations to the resolvent of fractional powers of operators
• Numerical solution of fractional diffusion-reaction problems based on BURA
• A unified view of some numerical methods for fractional diffusion
• Fractional Laplace operator in two dimensions, approximating matrices, and related spectral analysis
• Rational approximations to fractional powers of self-adjoint positive operators
• A survey on numerical methods for spectral space-fractional diffusion problems
• Neumann fractional diffusion problems: BURA solution methods and algorithms
• Parallel BURA Based Numerical Solution of Fractional Laplacian with Pure Neumann Boundary Conditions
• Optimal solvers for linear systems with fractional powers of sparse SPD matrices.
• A Gauss-Laguerre approach for the resolvent of fractional powers
• A Gaussian method for the square root of accretive operators
• A new rational approximation algorithm via the empirical interpolation method

This page was built for publication: Comparison analysis of two numerical methods for fractional diffusion problems based on the best rational approximations of \(t^\gamma\) on \([0, 1]\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2290595)