Regularity theory and high order numerical methods for the (1d)-Fractional Laplacian

TL;DR

This paper develops a regularity theory and high-order spectral numerical methods for one-dimensional fractional Laplacian boundary-value problems, achieving exponential convergence for analytic data and providing a comprehensive Sobolev regularity characterization.

Contribution

It introduces a novel Gegenbauer-based Nyström method that is spectrally accurate and more efficient than previous algorithms for fractional Laplacian problems.

Findings

Spectral accuracy with exponential convergence for analytic right-hand sides

Complete Sobolev regularity characterization of solutions

Efficient eigendecomposition approach using Gegenbauer polynomials

Abstract

This paper presents regularity results and associated high-order numerical methods for one-dimensional Fractional-Laplacian boundary-value problems. On the basis of a factorization of solutions as a product of a certain edge-singular weight $\omega$ times a "regular" unknown, a characterization of the regularity of solutions is obtained in terms of the smoothness of the corresponding right-hand sides. In particular, for right-hand sides which are analytic in a Bernstein Ellipse, analyticity in the same Bernstein Ellipse is obtained for the "regular" unknown. Moreover, a sharp Sobolev regularity result is presented which completely characterizes the co-domain of the Fractional-Laplacian operator in terms of certain weighted Sobolev spaces introduced in (Babu\v{s}ka and Guo, SIAM J. Numer. Anal. 2002). The present theoretical treatment relies on a full eigendecomposition for a certain weighted integral operator in terms of the Gegenbauer polynomial basis. The proposed Gegenbauer-based Nystr\"om numerical method for the Fractional-Laplacian Dirichlet problem, further, is significantly more accurate and efficient than other algorithms considered previously. The sharp error estimates presented in this paper indicate that the proposed algorithm is spectrally accurate, with convergence rates that only depend on the smoothness of the right-hand side. In particular, convergence is exponentially fast (resp. faster than any power of the mesh-size) for analytic (resp. in nitely smooth) right-hand sides. The properties of the algorithm are illustrated with a variety of numerical results.