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CONVERGENCE OF THE MATRIX TRANSFORMATION METHOD FOR THE FINITE DIFFERENCE APPROXIMATION OF FRACTIONAL ORDER DIFFUSION PROBLEMS

Szekeres, Béla and Izsák, Ferenc (2017) CONVERGENCE OF THE MATRIX TRANSFORMATION METHOD FOR THE FINITE DIFFERENCE APPROXIMATION OF FRACTIONAL ORDER DIFFUSION PROBLEMS. APPLICATIONS OF MATHEMATICS, 62 (1). pp. 15-36. ISSN 1572-9109 (Online)

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Abstract

Numerical solution of fractional order diffusion problems with homogeneous Dirichlet boundary conditions is investigated on a square domain. An appropriate extension is applied to have a well-posed problem on R 2 and the solution on the square is regarded as a localization. For the numerical approximation a finite difference method is applied combined with the matrix transformation method. Here the discrete fractional Laplacian is approximated with a matrix power instead of computing the complicated approxima- tions of fractional order derivatives. The spatial convergence of this method is proved and demonstrated in some numerical experiments.

Item Type: Article
Subjects: Q Science / természettudomány > QA Mathematics / matematika > QA74 Analysis / analízis
Depositing User: Ferenc Izsák
Date Deposited: 07 Oct 2017 19:19
Last Modified: 07 Oct 2017 19:19
URI: http://real.mtak.hu/id/eprint/65174

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