A Finite-Diference Approximation for the One- and Two-Dimensional Tempered Fractional Laplacian

Expand
  • School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University, Lanzhou 730000, China

Received date: 2018-11-14

  Revised date: 2019-06-03

  Online published: 2020-02-19

Supported by

This work was supported by the National Natural Science Foundation of China under Grant No. 11671182 and the Fundamental Research Funds for the Central Universities under Grant No. lzujbky-2018-ot03.

Abstract

This paper provides a fnite-diference discretization for the one- and two-dimensional tempered fractional Laplacian and solves the tempered fractional Poisson equation with homogeneous Dirichlet boundary conditions. The main ideas are to, respectively, use linear and quadratic interpolations to approximate the singularity and non-singularity of the one-dimensional tempered fractional Laplacian and bilinear and biquadratic interpolations to the two-dimensional tempered fractional Laplacian. Then, we give the truncation errors and prove the convergence. Numerical experiments verify the convergence rates of the order O(h2-2s).

Cite this article

Yaoqiang Yan, Weihua Deng, Daxin Nie . A Finite-Diference Approximation for the One- and Two-Dimensional Tempered Fractional Laplacian[J]. Communications on Applied Mathematics and Computation, 2020 , 2(1) : 129 -145 . DOI: 10.1007/s42967-019-00035-8

References

1. Acosta, G., Bersetche, J.P.:A fractional Laplacian:regularity of solutions and fnite element approximations. SIAM J. Numer. Anal. 55, 472-495 (2017)
2. Acosta, G., Bersetche, F.M., Bothagarag, J.P.:A short FE implementation for a 2D homogeneous Dirichlet problem of a fractional Laplacian. Comput. Math. Appl. 74, 784-816 (2017)
3. Applebaum, D.:Lévy Processes and Stochastic Calculus. Cambridge University Press, New York (2009)
4. Brenner, S.C., Scott, L.R.:The Mathematical Theory of Finite Element Methods. Springer-Verlag, New York (2008)
5. Carr, P., Geman, H., Madan, D.B., Yor, M.:The fne structure of asset returns:an empirical investigation. J. Bus. 75, 305-332 (2002)
6. Deng, W.H., Li, B.Y., Tian, W.Y., Zhang, P.W.:Boundary problems for the fractional and tempered fractional operators. Multiscale Model. Simul. 16, 125-149 (2018)
7. Deng, W.H., Zhang, Z.J.:High Accuracy Algorithm for the Diferential Equations Governing Anomalous Difusion. World Scientifc, Singapore (2019)
8. Duo, S.W., Wyk, H.W.V., Zhang, Y.Z.:A novel and accurate fnite diference method for the fractional Laplacian and the fractional Poisson problem. J. Comput. Phys. 355, 233-252 (2018)
9. John, H., Ginn, T.R.:Nonlocal dispersion in media with continuously evolving scales of heterogenetity. Transp. Porous Media. 13, 123-138 (1993)
10. Mccay, B.M., Narasimhan, M.N.L.:Theory of nonlocal electromagnetic fuids. Arch. Mech. 33, 365-384 (1981)
11. Raible, S.:Lévy processes in fnance:theory, numerics, and empirical facts. Ph.D. thesis, Universitat Freiburg (2000)
Options
Outlines

/