A universal solution scheme for fractional and classical PDEs

01/30/2021
by   Yixuan Wu, et al.
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We propose a unified meshless method to solve classical and fractional PDE problems with (-Δ)^α/2 for α∈ (0, 2]. The classical (α = 2) and fractional (α < 2) Laplacians, one local and the other nonlocal, have distinct properties. Therefore, their numerical methods and computer implementations are usually incompatible. We notice that for any α≥ 0, the Laplacian (-Δ)^α/2 of generalized inverse multiquadric (GIMQ) functions can be analytically written by the Gauss hypergeometric function, and thus propose a GIMQ-based method. Our method unifies the discretization of classical and fractional Laplacians and also bypasses numerical approximation to the hypersingular integral of fractional Laplacian. These two merits distinguish our method from other existing methods for the fractional Laplacian. Extensive numerical experiments are carried out to test the performance of our method. Compared to other methods, our method can achieve high accuracy with fewer number of unknowns, which effectively reduces the storage and computational requirements in simulations of fractional PDEs. Moreover, the meshfree nature makes it free of geometric constraints and enables simple implementation for any dimension d ≥ 1. Additionally, two approaches of selecting shape parameters, including condition number-indicated method and random-perturbed method, are studied to avoid the ill-conditioning issues when large number of points.

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