1. A simple and fast finite difference method for the integral fractional Laplacian of variable order
- Author
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Hao, Zhaopeng, Shi, Siyuan, Zhang, Zhongqiang, and Du, Rui
- Subjects
Mathematics - Numerical Analysis ,65N06, 65N12, 65T50, 35R11, 26A33 - Abstract
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for the multi-dimensional variable-order fractional Laplacian defined by a hypersingular integral. We prove that the scheme is of second-order convergence and apply the developed finite difference scheme to solve various equations with the variable-order fractional Laplacian. We present a fast solver with quasi-linear complexity of the scheme for computing variable-order fractional Laplacian and corresponding PDEs. Several numerical examples demonstrate the accuracy and efficiency of our algorithm and verify our theory., Comment: Submit to Siam Journal on Scientific Computing on Jan. 2024
- Published
- 2024