Spectral element method with geometric mesh for two-sided fractional differential equations

被引:37
|
作者
Mao, Zhiping [1 ]
Shen, Jie [2 ]
机构
[1] Brown Univ, Div Appl Math, 182 George St, Providence, RI 02912 USA
[2] Purdue Univ, Dept Math, W Lafayette, IN 47907 USA
关键词
Two-sided fractional differential equations; Singularity; Spectral element method; Geometric mesh; Error estimate; Exponential convergence; RANDOM-WALK MODELS; H-P-VERSION; ANOMALOUS DIFFUSION; TIME; 1-DIMENSION; EFFICIENT; DISCRETE; SCHEME;
D O I
10.1007/s10444-017-9561-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Solutions of two-sided fractional differential equations (FDEs) usually exhibit singularities at the both endpoints, so it can not be well approximated by a usual polynomial based method. Furthermore, the singular behaviors are usually not known a priori, making it difficult to construct special spectral methods tailored for given singularities. We construct a spectral element approximation with geometric mesh, describe its efficient implementation, and derive corresponding error estimates. We also present ample numerical examples to validate our error analysis.
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页码:745 / 771
页数:27
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