A survey on numerical methods for spectral Space-Fractional diffusion problems

Abstract

AbstractThe survey is devoted to numerical solution of the equation $ {\mathcal A}^\alpha u=f $, 0 < α<1, where $ {\mathcal A} $ is a symmetric positive definite operator corresponding to a second order elliptic boundary value problem in a bounded domain Ω in ℝd. The fractional power $ {\mathcal A}^\alpha $ is a non-local operator and is defined though the spectrum of $ {\mathcal A} $. Due to growing interest and demand in applications of sub-diffusion models to physics and engineering, in the last decade, several numerical approaches have been proposed, studied, and tested. We consider discretizations of the elliptic operator $ {\mathcal A} $ by using an N-dimensional finite element space Vh or finite differences over a uniform mesh with N points. In the case of finite element approximation we get a symmetric and positive definite operator $ {\mathcal A}_h: V_h \to V_h $, which results in an operator equation $ {\mathcal A}_h^{\alpha} u_h = f_h $ for uh ∈ Vh.The numerical solution of this equation is based on the following three equivalent representations of the solution: (1) Dunford-Taylor integral formula (or its equivalent Balakrishnan formula, (2.5), (2) extension of the a second order elliptic problem in Ω  ×  (0, ∞)⊂ ℝd+1 [17,55] (with a local operator) or as a pseudo-parabolic equation in the cylinder (x, t) ∈ Ω  ×  (0, 1), [70, 29], (3) spectral representation (2.6) and the best uniform rational approximation (BURA) of zα on [0, 1], [37,40].Though substantially different in origin and their analysis, these methods can be interpreted as some rational approximation of $ {\mathcal A}_h^{-\alpha} $. In this paper we present the main ideas of these methods and the corresponding algorithms, discuss their accuracy, computational complexity and compare their efficiency and robustness.