Abstract
We propose in this paper an efficient and accurate numerical method for the spectral fractional Laplacian equation using the Caffarelli–Silvestre extension. In particular, we propose several strategies to deal with the singularity and the additional dimension associated with the extension problem: (i) reducing the \(d+1\) dimensional problem to a sequence of d-dimension Poisson-type problems by using the matrix diagonalizational method; (ii) resolving the singularity by applying the enriched spectral method in the extended dimension. We carry out rigorous analysis for the proposed numerical method, and provide abundant numerical examples to verify the theoretical results and illustrate effectiveness of the proposed method.
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Acknowledgements
J.S. would like to thank Professor Ricardo Nochetto for stimulating discussions.
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S.C. is partially supported by the Natural Science Foundation of the Jiangsu Higher Education Institutions of China (Grant No. BK20181002), the National Natural Science Foundation for the Youth of China (Grant No. 11801235) and the Postdoctoral Science Foundation of China (Grant Nos. BX20180032, 2019M650459).
J.S. is partially supported by NSFC 11971407 and 91630204, and NSF DMS-1720442.
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Chen, S., Shen, J. An Efficient and Accurate Numerical Method for the Spectral Fractional Laplacian Equation. J Sci Comput 82, 17 (2020). https://doi.org/10.1007/s10915-019-01122-x
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DOI: https://doi.org/10.1007/s10915-019-01122-x