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We consider the finite element approximation of fractional powers of regularly accretive operators via the Dunford-Taylor integral approach. We use a sinc quadrature scheme to approximate the Balakrishnan representation of the negative powers of the operator as well as its finite element approximation. We improve the exponentially convergent error estimates from [A. Bonito, J. E. Pasciak, IMA J. Numer. Anal. (2016) 00, 1-29] by reducing the regularity required on the data. Numerical experiments illustrating the new theory are provided., Comment: 3 figures

We propose a new nonconforming finite element algorithm to approximate the solution to the elliptic problem involving the fractional Laplacian. We first derive an integral representation of the bilinear form corresponding to the variational problem. The numerical approximation of the action of the corresponding stiffness matrix consists of three steps: (i) apply a sinc quadrature scheme to approximate the integral representation by a finite sum where each term involves the solution of an elliptic partial differential equation defined on the entire space, (ii) truncate each elliptic problem to a bounded domain, (iii) use the finite element method for the space approximation on each truncated domain. The consistency error analysis for the three steps is discussed together with the numerical implementation of the entire algorithm. The results of computations are given illustrating the error behavior in terms of the mesh size of the physical domain, the domain truncation parameter and the quadrature spacing parameter., Comment: 35 pages, 4 figures, 3 tables

In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the non-homogeneous forcing problem (with zero initial data) are considered. The solution operator $E(t)$ for the initial value problem can be written as a Dunford-Taylor integral involving the Mittag-Leffler function $e_{\alpha,1}$ and the resolvent of the underlying (non-fractional) spatial operator over an appropriate integration path in the complex plane. Here $\alpha$ denotes the order of the fractional time derivative. The solution for the non-homogeneous problem can be written as a convolution involving an operator $W(t)$ and the forcing function $F(t)$. We develop and analyze semi-discrete methods based on finite element approximation to the underlying (non-fractional) spatial operator in terms of analogous Dunford-Taylor integrals applied to the discrete operator. The space error is of optimal order up to a logarithm of $1/h$. The fully discrete method for the initial value problem is developed from the semi-discrete approximation by applying an exponentially convergent sinc quadrature technique to approximate the Dunford-Taylor integral of the discrete operator and is free of any time stepping. To approximate the convolution appearing in the semi-discrete approximation to the non-homogeneous problem, we apply a pseudo midpoint quadrature. This involves the average of $W_h(s)$, (the semi-discrete approximation to $W(s)$) over the quadrature interval. This average can also be written as a Dunford-Taylor integral. We first analyze the error between this quadrature and the semi-discrete approximation. To develop a fully discrete method, we then introduce sinc quadrature approximations to the Dunford-Taylor integrals for computing the averages., Comment: 29 pages, 5 figures

We study the numerical approximation of a time dependent equation involving fractional powers of an elliptic operator $L$ defined to be the unbounded operator associated with a Hermitian, coercive and bounded sesquilinear form on $H^1_0(\Omega)$. The time dependent solution $u(x,t)$ is represented as a Dunford Taylor integral along a contour in the complex plane. The contour integrals are approximated using sinc quadratures. In the case of homogeneous right-hand-sides and initial value $v$, the approximation results in a linear combination of functions $(z_qI-L)^{-1}v\in H^1_0(\Omega)$ for a finite number of quadrature points $z_q$ lying along the contour. In turn, these quantities are approximated using complex valued continuous piecewise linear finite elements. Our main result provides $L^2(\Omega)$ error estimates between the solution $u(\cdot,t)$ and its final approximation. Numerical results illustrating the behavior of the algorithms are provided., Comment: 20 pages, 4 figures

We study the numerical approximation of fractional powers of accretive operators in this paper. Namely, if $A$ is the accretive operator associated with an accretive sesquilinear form $A(\cdot,\cdot)$ defined on a Hilbert space $\mathbb V$ contained in $L^2(\Omega)$, we approximate $A^{-\beta}$ for $\beta\in (0,1)$. The fractional powers are defined in terms of the so-called Balakrishnan integral formula. Given a finite element approximation space $\mathbb V_h\subset \mathbb V$, $A^{-\beta}$ is approximated by $A_h^{-\beta}\pi_h$ where $A_h$ is the operator associated with the form $A(\cdot,\cdot)$ restricted to $\mathbb V_h$ and $\pi_h$ is the $L^2(\Omega)$-projection onto $\mathbb V_h$. We first provide error estimates for $(A^\beta-A_h^{\beta}\pi_h)f$ in Sobolev norms with index in [0,1] for appropriate $f$. These results depend on elliptic regularity properties of variational solutions involving the form $A(\cdot,\cdot)$ and are valid for the case of less than full elliptic regularity. We also construct and analyze an exponentially convergent sinc quadrature approximation to the Balakrishnan integral defining $A_h^{\beta}\pi_h f$. Finally, the results of numerical computations illustrating the proposed method are given., Comment: 25 pages

We present and study a novel numerical algorithm to approximate the action of $T^\beta:=L^{-\beta}$ where $L$ is a symmetric and positive definite unbounded operator on a Hilbert space $H_0$. The numerical method is based on a representation formula for $T^{-\beta}$ in terms of Bochner integrals involving $(I+t^2L)^{-1}$ for $t\in(0,\infty)$. To develop an approximation to $T^\beta$, we introduce a finite element approximation $L_h$ to $L$ and base our approximation to $T^\beta$ on $T_h^\beta:= L_h^{-\beta}$. The direct evaluation of $T_h^{\beta}$ is extremely expensive as it involves expansion in the basis of eigenfunctions for $L_h$. The above mentioned representation formula holds for $T_h^{-\beta}$ and we propose three quadrature approximations denoted generically by $Q_h^\beta$. The two results of this paper bound the errors in the $H_0$ inner product of $T^\beta-T_h^\beta\pi_h$ and $T_h^\beta-Q_h^\beta$ where $\pi_h$ is the $H_0$ orthogonal projection into the finite element space. We note that the evaluation of $Q_h^\beta$ involves application of $(I+(t_i)^2L_h)^{-1}$ with $t_i$ being either a quadrature point or its inverse. Efficient solution algorithms for these problems are available and the problems at different quadrature points can be straightforwardly solved in parallel. Numerical experiments illustrating the theoretical estimates are provided for both the quadrature error $T_h^\beta-Q_h^\beta$ and the finite element error $T^\beta-T_h^\beta\pi_h$.