Fast Fourier-like Mapped Chebyshev Spectral-Galerkin Methods for PDEs with Integral Fractional Laplacian in Unbounded Domains

In this paper, we propose a fast spectral-Galerkin method for solving PDEs involving integral fractional Laplacian in $\mathbb{R}^d$, which is built upon two essential components: (i) the Dunford-Taylor formulation of the fractional Laplacian; and (ii) Fourier-like bi-orthogonal mapped Chebyshev functions (MCFs) as basis functions. As a result, the fractional Laplacian can be fully diagonalised, and the complexity of solving an elliptic fractional PDE is quasi-optimal, i.e., $O((N\log_2N)^d)$ with $N$ being the number of modes in each spatial direction. Ample numerical tests for various decaying exact solutions show that the convergence of the fast solver perfectly matches the order of theoretical error estimates. With a suitable time-discretization, the fast solver can be directly applied to a large class of nonlinear fractional PDEs. As an example, we solve the fractional nonlinear Schr{o}dinger equation by using the fourth-order time-splitting method together with the proposed MCF-spectral-Galerkin method.

[1]  Jie Shen,et al.  Error Analysis for Mapped Legendre Spectral and Pseudospectral Methods , 2004, SIAM J. Numer. Anal..

[2]  Tao Zhou,et al.  Rational Spectral Methods for PDEs Involving Fractional Laplacian in Unbounded Domains , 2019, SIAM J. Sci. Comput..

[3]  Chuanju Xu,et al.  A fractional spectral method with applications to some singular problems , 2016, Adv. Comput. Math..

[4]  Xiaochuan Tian,et al.  Numerical methods for nonlocal and fractional models , 2020, Acta Numerica.

[5]  Jie Shen,et al.  A Fourth-Order Time-Splitting Laguerre-Hermite Pseudospectral Method for Bose-Einstein Condensates , 2005, SIAM J. Sci. Comput..

[6]  Jie Shen,et al.  Spectral Methods: Algorithms, Analysis and Applications , 2011 .

[7]  Jie Shen,et al.  Approximations by orthonormal mapped Chebyshev functions for higher-dimensional problems in unbounded domains , 2014, J. Comput. Appl. Math..

[8]  E. Valdinoci,et al.  Hitchhiker's guide to the fractional Sobolev spaces , 2011, 1104.4345.

[9]  Yanzhi Zhang,et al.  Accurate numerical methods for two and three dimensional integral fractional Laplacian with applications , 2019 .

[10]  Jie Shen,et al.  Hermite Spectral Methods for Fractional PDEs in Unbounded Domains , 2017, SIAM J. Sci. Comput..

[11]  Timothy R. Ginn,et al.  Nonlocal dispersion in media with continuously evolving scales of heterogeneity , 1993 .

[12]  Bangti Jin,et al.  Numerical Analysis of Nonlinear Subdiffusion Equations , 2017, SIAM J. Numer. Anal..

[13]  Qiang Du,et al.  Nonlocal Modeling, Analysis, and Computation , 2019 .

[14]  L. Caffarelli,et al.  An Extension Problem Related to the Fractional Laplacian , 2006, math/0608640.

[15]  Guo Ben-yu,et al.  Modified Chebyshev rational spectral method for the whole line , 2003 .

[16]  Xu Guo,et al.  A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model , 2018, SIAM J. Sci. Comput..

[17]  A. Aziz The Mathematical Foundations of the Finite Element Method with Applications to Partial Differential Equations , 1972 .

[18]  S. N. Mahmoodi,et al.  The fractional viscoelastic response of human breast tissue cells , 2015, Physical biology.

[19]  H. Bateman,et al.  Higher Transcendental Functions [Volumes I-III] , 1953 .

[20]  Zhiping Mao,et al.  Jacobi-Galerkin spectral method for eigenvalue problems of Riesz fractional differential equations , 2018, 1803.03556.

[21]  Weihua Deng,et al.  Time Discretization of a Tempered Fractional Feynman-Kac Equation with Measure Data , 2018, SIAM J. Numer. Anal..

[22]  Ricardo H. Nochetto,et al.  Numerical methods for fractional diffusion , 2017, Comput. Vis. Sci..

[23]  Nicolas E. Humphries,et al.  Scaling laws of marine predator search behaviour , 2008, Nature.

[24]  H. Yoshida Construction of higher order symplectic integrators , 1990 .

[25]  Jie Shen,et al.  Some Recent Advances on Spectral Methods for Unbounded Domains , 2008 .

[26]  Yanzhi Zhang,et al.  Computing the ground and first excited states of the fractional Schrodinger equation in an infinite potential well , 2014, 1405.0409.

[27]  Bruce J. West,et al.  Lévy dynamics of enhanced diffusion: Application to turbulence. , 1987, Physical review letters.

[28]  Weihua Deng,et al.  A Riesz Basis Galerkin Method for the Tempered Fractional Laplacian , 2018, SIAM J. Numer. Anal..

[29]  T. MacRobert Higher Transcendental Functions , 1955, Nature.

[30]  T. Tang,et al.  Hermite spectral collocation methods for fractional PDEs in unbounded domains , 2018, 1801.09073.

[31]  Wei Cai,et al.  What Is the Fractional Laplacian , 2018, 1801.09767.

[32]  Raytcho D. Lazarov,et al.  Error Estimates for a Semidiscrete Finite Element Method for Fractional Order Parabolic Equations , 2012, SIAM J. Numer. Anal..

[33]  Weiwei Sun,et al.  Hermite Spectral Methods with a Time-Dependent Scaling for Parabolic Equations in Unbounded Domains , 2005, SIAM J. Numer. Anal..

[34]  Tsuyoshi Murata,et al.  {m , 1934, ACML.

[35]  Joseph E. Pasciak,et al.  Numerical approximation of the integral fractional Laplacian , 2017, Numerische Mathematik.

[36]  Naomichi Hatano,et al.  Dispersive transport of ions in column experiments: An explanation of long‐tailed profiles , 1998 .

[37]  Mark Ainsworth,et al.  Aspects of an adaptive finite element method for the fractional Laplacian: A priori and a posteriori error estimates, efficient implementation and multigrid solver☆☆☆ , 2017, 1708.03912.

[38]  M. Nikolenko,et al.  Translated from Russian by , 2008 .

[39]  Guofei Pang,et al.  What is the fractional Laplacian? A comparative review with new results , 2020, J. Comput. Phys..

[40]  Joseph E. Pasciak,et al.  On sinc quadrature approximations of fractional powers of regularly accretive operators , 2017, J. Num. Math..

[41]  Mark Ainsworth,et al.  Hybrid Finite Element-Spectral Method for the Fractional Laplacian: Approximation Theory and Efficient Solver , 2018, SIAM J. Sci. Comput..

[42]  Adam M. Oberman,et al.  Numerical Methods for the Fractional Laplacian: A Finite Difference-Quadrature Approach , 2013, SIAM J. Numer. Anal..

[43]  Jie Shen,et al.  Laguerre Functions and Their Applications to Tempered Fractional Differential Equations on Infinite Intervals , 2018, J. Sci. Comput..

[44]  Joseph Lipka,et al.  A Table of Integrals , 2010 .

[45]  Ricardo H. Nochetto,et al.  A PDE Approach to Space-Time Fractional Parabolic Problems , 2014, SIAM J. Numer. Anal..

[46]  Rene F. Swarttouw,et al.  Orthogonal polynomials , 2020, NIST Handbook of Mathematical Functions.

[47]  T. Geisel,et al.  The scaling laws of human travel , 2006, Nature.

[48]  Tao Tang,et al.  The Hermite Spectral Method for Gaussian-Type Functions , 1993, SIAM J. Sci. Comput..

[49]  S. Silling Reformulation of Elasticity Theory for Discontinuities and Long-Range Forces , 2000 .

[50]  Ricardo H. Nochetto,et al.  A PDE Approach to Fractional Diffusion in General Domains: A Priori Error Analysis , 2013, Found. Comput. Math..

[51]  D. Benson,et al.  Application of a fractional advection‐dispersion equation , 2000 .

[52]  M. Agranovich,et al.  Sobolev Spaces, Their Generalizations and Elliptic Problems in Smooth and Lipschitz Domains , 2015 .

[53]  Weihua Deng,et al.  Finite Element Method for the Space and Time Fractional Fokker-Planck Equation , 2008, SIAM J. Numer. Anal..

[54]  J. Klafter,et al.  The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics , 2004 .

[55]  Gabriel Acosta,et al.  A Fractional Laplace Equation: Regularity of Solutions and Finite Element Approximations , 2015, SIAM J. Numer. Anal..

[56]  Jie Shen,et al.  Efficient and accurate spectral method using generalized Jacobi functions for solving Riesz fractional differential equations , 2016 .

[57]  E. Montroll Random walks on lattices , 1969 .

[58]  J. Klafter,et al.  The random walk's guide to anomalous diffusion: a fractional dynamics approach , 2000 .

[59]  P. Markowich,et al.  Numerical study of fractional nonlinear Schrödinger equations , 2014, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[60]  G. Burton Sobolev Spaces , 2013 .

[61]  Gabriel Acosta,et al.  A short FE implementation for a 2d homogeneous Dirichlet problem of a fractional Laplacian , 2016, Comput. Math. Appl..