Well-Conditioned Galerkin Spectral Method for Two-Sided Fractional Diffusion Equation with Drift

arXiv1909.05470MaRDI QIDQ6325147FDOQ6325147

Xu-Dong Wang, Lijing Zhao

Publication date: 12 September 2019

Abstract: In this paper, we focus on designing a well-conditioned Glarkin spectral methods for solving a two-sided fractional diffusion equations with drift, in which the fractional operators are defined neither in Riemann-Liouville nor Caputo sense, and its physical meaning is clear. Based on the image spaces of Riemann-Liouville fractional integral operators on $L_p([a,b])$ space discussed in our previous work, after a step by step deduction, three kinds of Galerkin spectral formulations are proposed, the final obtained corresponding scheme of which shows to be well-conditioned---the condition number of the stiff matrix can be reduced from $O(N^{2alpha})$ to $O(N^{alpha})$, where $N$ is the degree of the polynomials used in the approximation. Another point is that the obtained schemes can also be applied successfully to approximate fractional Laplacian with generalized homogeneous boundary conditions, whose fractional order $alphain(0,2)$, not only having to be limited to $alphain(1,2)$. Several numerical experiments demonstrate the effectiveness of the derived schemes. Besides, based on the numerical results, we can observe the behavior of mean first exit time, an interesting quantity that can provide us with a further understanding about the mechanism of abnormal diffusion.

This page was built for publication: Well-Conditioned Galerkin Spectral Method for Two-Sided Fractional Diffusion Equation with Drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6325147)