arXiv · 2309.08283
A Finite-Volume Scheme for Fractional Diffusion on Bounded Domains
Abstract
We propose a new fractional Laplacian for bounded domains, expressed as a conservation law and thus particularly suited to finite-volume schemes. Our approach permits the direct prescription of no-flux boundary conditions. We first show the well-posedness theory for the fractional heat equation. We also develop a numerical scheme, which correctly captures the action of the fractional Laplacian and its anomalous diffusion effect. We benchmark numerical solutions for the L\'evy-Fokker-Planck equation against known analytical solutions. We conclude by numerically exploring properties of these equations with respect to their stationary states and long-time asymptotics.
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Rafael Bailo, José A. Carrillo, Stefano Fronzoni, David Gómez-Castro. 2023-09-15. A Finite-Volume Scheme for Fractional Diffusion on Bounded Domains. https://doi.org/10.1017/s0956792524000172
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