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arXiv · 1611.00164

Finite difference methods for fractional Laplacians

Yanghong Huang·Adam Oberman
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Abstract

The fractional Laplacian $(-\Delta)^{\alpha/2}$ is the prototypical non-local elliptic operator. While analytical theory has been advanced and understood for some time, there remain many open problems in the numerical analysis of the operator. In this article, we study several different finite difference discretisations of the fractional Laplacian on uniform grids in one dimension that takes the same form. Many properties can be compared and summarised in this relatively simple setting, to tackle more important questions like the nonlocality, singularity and flat tails common in practical implementations. The accuracy and the asymptotic behaviours of the methods are also studied, together with treatment of the far field boundary conditions, providing a unified perspective on the further development of the scheme in higher dimensions.

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Yanghong Huang, Adam Oberman. 2016-11-01. Finite difference methods for fractional Laplacians. https://arxiv.org/abs/1611.00164

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