Title
Numerical methods for fractional diffusion.
Abstract
We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the extension to one higher dimension. The second method is the integral formulation and deals with singular non-integrable kernels. The third method is a discretization of the Dunford–Taylor formula. We discuss pros and cons of each method, error estimates, and document their performance with a few numerical experiments.
Year
DOI
Venue
2018
10.1007/s00791-018-0289-y
Computat. and Visualiz. in Science
Field
DocType
Volume
Discretization,Mathematical optimization,Mathematical analysis,Numerical approximation,Numerical analysis,Mathematics,Fractional diffusion
Journal
19
Issue
ISSN
Citations 
5-6
1432-9360
5
PageRank 
References 
Authors
0.51
28
5
Name
Order
Citations
PageRank
Andrea Bonito114119.34
Juan Pablo Borthagaray291.04
Ricardo H. Nochetto3907110.08
Enrique Otárola48613.91
Abner J. Salgado510513.27