Tensor FEM for spectral fractional diffusion

TL;DR

This paper develops and analyzes finite element methods for spectral fractional diffusion problems, establishing regularity, convergence rates, and complexity, with novel sparse tensor product FEMs and exponential convergence under analytic data.

Contribution

It introduces new FEM approaches, including sparse tensor products, for efficient spectral fractional diffusion approximation with proven regularity and convergence properties.

Findings

First-order convergence for compatible data

Log-linear complexity with tensorization methods

Exponential convergence for analytic data

Abstract

We design and analyze several Finite Element Methods (FEMs) applied to the Caffarelli-Silvestre extension that localizes the fractional powers of symmetric, coercive, linear elliptic operators in bounded domains with Dirichlet boundary conditions. We consider open, bounded, polytopal but not necessarily convex domains $\Omega \subset \mathbb{R}^d$ with $d=1,2$. For the solution to the extension problem, we establish analytic regularity with respect to the extended variable $y\in (0,\infty)$. We prove that the solution belongs to countably normed, power-exponentially weighted Bochner spaces of analytic functions with respect to $y$, taking values in corner-weighted Kondat'ev type Sobolev spaces in $\Omega$. In $\Omega\subset \mathbb{R}^d$, we discretize with continuous, piecewise linear, Lagrangian FEM ($P_1$-FEM) with mesh refinement near corners, and prove that first order convergence rate is attained for compatible data $f\in \mathbb{H}^{1-s}(\Omega)$. We also prove that tensorization of a $P_1$-FEM in $\Omega$ with a suitable $hp$-FEM in the extended variable achieves log-linear complexity with respect to $\mathcal{N}_\Omega$, the number of degrees of freedom in the domain $\Omega$. In addition, we propose a novel, sparse tensor product FEM based on a multilevel $P_1$-FEM in $\Omega$ and on a $P_1$-FEM on radical-geometric meshes in the extended variable. We prove that this approach also achieves log-linear complexity with respect to $\mathcal{N}_\Omega$. Finally, under the stronger assumption that the data is analytic in $\overline{\Omega}$, and without compatibility at $\partial \Omega$, we establish exponential rates of convergence of $hp$-FEM for spectral, fractional diffusion operators. We also report numerical experiments for model problems which confirm the theoretical results. We indicate several extensions and generalizations of the proposed methods.