Analysis of numerical methods for spectral fractional elliptic equations based on the best uniform rational approximation

Abstract

Here we study theoretically and compare experimentally an efficient method for solving systems of algebraic equations, where the matrix comes from the discretization of a fractional diffusion operator. More specifically, we focus on matrices obtained from finite difference or finite element approximation of second order elliptic problems in ${\mathbb{R}}^d$, $d=1,2,3$. The proposed methods are based on the best uniform rational approximation (BURA) $r_{\alpha ,k}(t)$ of $t^{\alpha }$ on $[0,1]$. Here $r_{\alpha ,k}$ is a rational function of $t$ involving numerator and denominator polynomials of degree at most $k$. We show that the proposed method is exponentially convergent with respect to $k$ and has some attractive properties. First, it reduces the solution of the nonlocal system to solution of $k$ systems with matrix $(A+c_{j}I)$ and $c_j>0$, $j=1,2,\dots ,k$. Thus, good computational complexity can be achieved if fast solvers are available for such systems. Second, the original problem and its rational approximation in the finite difference case are positivity preserving. In the finite element case, positivity preserving results when mass lumping is employed under some mild conditions on the mesh. Further, we prove that in the mass lumping case, the scheme still leads to the expected rate of convergence, at times assuming additional regularity on the right hand side. Finally, we present comprehensive numerical experiments on a number of model problems for various $\alpha$ in one and two spatial dimensions. These illustrate the computational behavior of the proposed method and compare its accuracy and efficiency with that of other methods developed by Harizanov et. al. and Bonito and Pasciak.

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• Exponential Convergence of $hp$ FEM for Spectral Fractional Diffusion in Polygons
• Fast and accurate approximations to fractional powers of operators
• Exponentially convergent trapezoidal rules to approximate fractional powers of operators
• A reduced conjugate gradient basis method for fractional diffusion
• Double fast algorithm for solving time-space fractional diffusion problems with spectral fractional Laplacian
• The Best Uniform Rational Approximation: Applications to Solving Equations Involving Fractional powers of Elliptic Operators
• An exponentially convergent discretization for space-time fractional parabolic equations using $hp$-FEM
• Approximate representation of the solutions of fractional elliptical BVP through the solution of parabolic IVP