Convergence of the matrix transformation method for the finite difference approximation of fractional order diffusion problems

Numerical solution of fractional order diffusion problems with homogeneous Dirichlet boundary conditions is investigated on a square domain. An appropriate extension is applied to have a well-posed problem on R 2 and the solution on the square is regarded as a localization. For the numerical approxi...

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Veröffentlicht in:Applications of mathematics (Prague) 2017-02, Vol.62 (1), p.15-36
Hauptverfasser: Szekeres, Béla J., Izsák, Ferenc
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description Numerical solution of fractional order diffusion problems with homogeneous Dirichlet boundary conditions is investigated on a square domain. An appropriate extension is applied to have a well-posed problem on R 2 and the solution on the square is regarded as a localization. For the numerical approximation a finite difference method is applied combined with the matrix transformation method. Here the discrete fractional Laplacian is approximated with a matrix power instead of computing the complicated approximations of fractional order derivatives. The spatial convergence of this method is proved and demonstrated by some numerical experiments.
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source Springer Online Journals Complete; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals
subjects Analysis
Applications of Mathematics
Approximation
Boundary conditions
Calculus
Classical and Continuum Physics
Convergence
Derivatives
Diffusion
Dirichlet problem
Error analysis
Experiments
Finite difference method
Mathematical analysis
Mathematical and Computational Engineering
Mathematical and Computational Physics
Mathematical models
Mathematics
Mathematics and Statistics
Measurement techniques
Optimization
Scholarships & fellowships
Studies
Theoretical
title Convergence of the matrix transformation method for the finite difference approximation of fractional order diffusion problems
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