Numerical approximations for fractional elliptic equations via the method of semigroups

TL;DR

This paper introduces a new numerical method combining semigroup theory and finite element discretization to accurately solve fractional elliptic equations with various boundary conditions, achieving high convergence rates.

Contribution

It develops a novel approach for numerically solving fractional elliptic equations using semigroup representations and finite element methods, with proven super quadratic convergence.

Findings

Convergence rates up to O(h^4) for smooth data

Effective handling of nonhomogeneous boundary conditions

Numerical tests validate the high accuracy of the method

Abstract

We provide a novel approach to the numerical solution of the family of nonlocal elliptic equations $(-\Delta)^su=f$ in $\Omega$, subject to some homogeneous boundary conditions $\mathcal{B}(u)=0$ on $\partial \Omega$, where $s\in(0,1)$, $\Omega\subset \mathbb{R}^n$ is a bounded domain, and $(-\Delta)^s$ is the spectral fractional Laplacian associated to $\mathcal{B}$ on $\partial \Omega$. We use the solution representation $(-\Delta)^{-s}f$ together with its singular integral expression given by the method of semigroups. By combining finite element discretizations for the heat semigroup with monotone quadratures for the singular integral we obtain accurate numerical solutions. Roughly speaking, given a datum $f$ in a suitable fractional Sobolev space of order $r\geq 0$ and the discretization parameter $h>0$, our numerical scheme converges as $O(h^{r+2s})$, providing super quadratic convergence rates up to $O(h^4)$ for sufficiently regular data, or simply $O(h^{2s})$ for merely $f\in L^2(\Omega)$. We also extend the proposed framework to the case of nonhomogeneous boundary conditions and support our results with some illustrative numerical tests.