Numerical Methods for Solving Space Fractional Partial Differential Equations Using Hadamard Finite-Part Integral Approach

We introduce a novel numerical method for solving two-sided space fractional partial differential equations in two-dimensional case. The approximation of the space fractional Riemann-Liouville derivative is based on the approximation of the Hadamard finite-part integral which has the convergence order O(h3-alpha), where h is the space step size and alpha is an element of (1,2) is the order of Riemann-Liouville fractional derivative. Based on this scheme, we introduce a shifted finite difference method for solving space fractional partial differential equations. We obtained the error estimates with the convergence orders O(tau +h3-alpha +h beta), where tau is the time step size and beta >0 is a parameter which measures the smoothness of the fractional derivatives of the solution of the equation. Unlike the numerical methods for solving space fractional partial differential equations constructed using the standard shifted Grunwald-Letnikov formula or higher order Lubich's methods which require the solution of the equation to satisfy the homogeneous Dirichlet boundary condition to get the first-order convergence, the numerical method for solving the space fractional partial differential equation constructed using the Hadamard finite-part integral approach does not require the solution of the equation to satisfy the Dirichlet homogeneous boundary condition. Numerical results show that the experimentally determined convergence order obtained using the Hadamard finite-part integral approach for solving the space fractional partial differential equation with non-homogeneous Dirichlet boundary conditions is indeed higher than the convergence order obtained using the numerical methods constructed with the standard shifted Grunwald-Letnikov formula or Lubich's higher order approximation schemes.