High order numerical schemes for solving fractional powers of elliptic operators

Fuente: arXiv
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Autores principales: Ciegis, Raimondas, Vabishchevich, Petr
Formato: Preprint
Publicado: 2019
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author Ciegis, Raimondas
Vabishchevich, Petr
author_facet Ciegis, Raimondas
Vabishchevich, Petr
contents In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional power elliptic operators. In order to solve these problems numerically it is proposed (Petr N. Vabishchevich, Journal of Computational Physics. 2015, Vol. 282, No.1, pp.289--302) to consider equivalent local nonstationary initial value pseudo-parabolic problems. Previously such problems were solved by using the standard implicit backward and symmetrical Euler methods. In this paper we use the one-parameter family of three-level finite difference schemes for solving the initial value problem for the first order nonstationary pseudo-parabolic problem. The fourth-order approximation scheme is developed by selecting the optimal value of the weight parameter. The results of the theoretical analysis are supplemented by results of extensive computational experiments.
format Preprint
id arxiv_https___arxiv_org_abs_1901_00201
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle High order numerical schemes for solving fractional powers of elliptic operators
Ciegis, Raimondas
Vabishchevich, Petr
Numerical Analysis
26A33, 35R11, 65F60, 65M06
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional power elliptic operators. In order to solve these problems numerically it is proposed (Petr N. Vabishchevich, Journal of Computational Physics. 2015, Vol. 282, No.1, pp.289--302) to consider equivalent local nonstationary initial value pseudo-parabolic problems. Previously such problems were solved by using the standard implicit backward and symmetrical Euler methods. In this paper we use the one-parameter family of three-level finite difference schemes for solving the initial value problem for the first order nonstationary pseudo-parabolic problem. The fourth-order approximation scheme is developed by selecting the optimal value of the weight parameter. The results of the theoretical analysis are supplemented by results of extensive computational experiments.
title High order numerical schemes for solving fractional powers of elliptic operators
topic Numerical Analysis
26A33, 35R11, 65F60, 65M06
url https://arxiv.org/abs/1901.00201