A Riesz basis Galerkin method for the tempered fractional Laplacian

Abstract

The fractional Laplacian ${\Delta }^{\beta /2}$ is the generator of $\beta$-stable Lévy process, which is the scaling limit of the Lévy fight. Due to the divergence of the second moment of the jump length of the Lévy fight it is not appropriate as a physical model in many practical applications. However, using a parameter $\lambda$ to exponentially temper the isotropic power law measure of the jump length leads to the tempered Lévy fight, which has finite second moment. For short time the tempered Lévy fight exhibits the dynamics of Lévy fight while after sufficiently long time it turns to normal diffusion. The generator of tempered $\beta$-stable Lévy process is the tempered fractional Laplacian $(\Delta +\lambda {)}^{\beta /2}$ [W.H. Deng, B.Y. Li, W.Y. Tian, and P.W. Zhang, Multiscale Model. Simul., in press, 2017]. In the current work, we present new computational methods for the tempered fractional Laplacian equation, including the cases with the homogeneous and nonhomogeneous generalized Dirichlet type boundary conditions. We prove the well-posedness of the Galerkin weak formulation and provide convergence analysis of the single scaling B-spline and multiscale Riesz bases finite element methods. We propose a technique for efficiently generating the entries of the dense stiffness matrix and for solving the resulting algebraic equation by preconditioning. We also present several numerical experiments to verify the theoretical results.

28 pages, 2 figures

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• A Multigrid method for nonlocal problems: non-diagonally dominant Toeplitz-plus-tridiagonal systems
• Algorithm implementation and numerical analysis for the two-dimensional tempered fractional Laplacian
• Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes