A simple and fast finite difference method for the integral fractional Laplacian of variable order

Fuente: arXiv
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Auteurs principaux: Hao, Zhaopeng, Shi, Siyuan, Zhang, Zhongqiang, Du, Rui
Format: Preprint
Publié: 2024
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author Hao, Zhaopeng
Shi, Siyuan
Zhang, Zhongqiang
Du, Rui
author_facet Hao, Zhaopeng
Shi, Siyuan
Zhang, Zhongqiang
Du, Rui
contents For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for the multi-dimensional variable-order fractional Laplacian defined by a hypersingular integral. We prove that the scheme is of second-order convergence and apply the developed finite difference scheme to solve various equations with the variable-order fractional Laplacian. We present a fast solver with quasi-linear complexity of the scheme for computing variable-order fractional Laplacian and corresponding PDEs. Several numerical examples demonstrate the accuracy and efficiency of our algorithm and verify our theory.
format Preprint
id arxiv_https___arxiv_org_abs_2406_10524
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A simple and fast finite difference method for the integral fractional Laplacian of variable order
Hao, Zhaopeng
Shi, Siyuan
Zhang, Zhongqiang
Du, Rui
Numerical Analysis
65N06, 65N12, 65T50, 35R11, 26A33
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for the multi-dimensional variable-order fractional Laplacian defined by a hypersingular integral. We prove that the scheme is of second-order convergence and apply the developed finite difference scheme to solve various equations with the variable-order fractional Laplacian. We present a fast solver with quasi-linear complexity of the scheme for computing variable-order fractional Laplacian and corresponding PDEs. Several numerical examples demonstrate the accuracy and efficiency of our algorithm and verify our theory.
title A simple and fast finite difference method for the integral fractional Laplacian of variable order
topic Numerical Analysis
65N06, 65N12, 65T50, 35R11, 26A33
url https://arxiv.org/abs/2406.10524