Numerical approximations for fractional elliptic equations via the method of semigroups

We provide a novel approach to the numerical solution of the family of nonlocal elliptic equations $(-\Delta)^su=f$ in $\Omega$, subject to some homogeneous boundary conditions $\mathcal{B}(u)=0$ on $\partial \Omega$, where $s\in(0,1)$, $\Omega\subset \mathbb{R}^n$ is a bounded domain, and $(-\Delta...

Descripción completa

Detalles Bibliográficos
Autores: Cusimano, N., Del Teso, F., Gerardo-Giorda, L.
Tipo de recurso: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2020
País:España
Institución:Basque Center for Applied Mathematics (BCAM)
Repositorio:BIRD. BCAM's Institutional Repository Data
OAI Identifier:oai:bird.bcamath.org:20.500.11824/1076
Acceso en línea:http://hdl.handle.net/20.500.11824/1076
Access Level:acceso abierto
Palabra clave:Fractional Laplacian
Bounded Domain
Boundary Value Problem
Homogeneous and Nonhomogeneous Boundary Conditions
Heat Semigroup
Integral Quadrature
Descripción
Sumario:We provide a novel approach to the numerical solution of the family of nonlocal elliptic equations $(-\Delta)^su=f$ in $\Omega$, subject to some homogeneous boundary conditions $\mathcal{B}(u)=0$ on $\partial \Omega$, where $s\in(0,1)$, $\Omega\subset \mathbb{R}^n$ is a bounded domain, and $(-\Delta)^s$ is the spectral fractional Laplacian associated to $\mathcal{B}$ on $\partial \Omega$. We use the solution representation $(-\Delta)^{-s}f$ together with its singular integral expression given by the method of semigroups. By combining finite element discretizations for the heat semigroup with monotone quadratures for the singular integral we obtain accurate numerical solutions. Roughly speaking, given a datum $f$ in a suitable fractional Sobolev space of order $r\geq 0$ and the discretization parameter $h>0$, our numerical scheme converges as $O(h^{r+2s})$, providing super quadratic convergence rates up to $O(h^4)$ for sufficiently regular data, or simply $O(h^{2s})$ for merely $f\in L^2(\Omega)$. We also extend the proposed framework to the case of nonhomogeneous boundary conditions and support our results with some illustrative numerical tests.