A simple and fast finite difference method for the integral fractional Laplacian of variable order

TL;DR

This paper introduces a simple, second-order convergent finite difference scheme for efficiently computing the multi-dimensional variable-order fractional Laplacian, validated through numerical experiments.

Contribution

It presents a novel, easy-to-implement finite difference method with a fast solver for the variable-order fractional Laplacian, addressing computational challenges.

Findings

Scheme achieves second-order convergence.

Algorithm demonstrates high accuracy and efficiency.

Numerical tests verify theoretical results.

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.