A PDE approach to fractional diffusion: a space-fractional wave equation

Abstract

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s\in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains $\Omega$. We realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem posed on the semi-infinite cylinder $\mathcal{C}=\Omega \times (0,\infty )$. We thus rewrite our evolution problem as a quasi-stationary elliptic problem with a dynamic boundary condition and derive space, time, and space-time regularity estimates for its solution. The latter problem exhibits an exponential decay in the extended dimension and thus suggests a truncation that is suitable for numerical approximation. We propose and analyze two fully discrete schemes. The discretization in time is based on finite difference discretization techniques: trapezoidal and leapfrog schemes. The discretization in space relies on the tensorization of a first-degree FEM in $\Omega$ with a suitable $hp$-FEM in the extended variable. For both schemes we derive stability and error estimates.