Title
Stability and Error Analysis for a Second-Order Fast Approximation of the Local and Nonlocal Diffusion Equations on the Real Line.
Abstract
The stability and error analysis of a second-order fast approximation are considered for the one-dimensional local and nonlocal diffusion equations in the unbounded spatial domain. We first use the conventional central difference scheme to discretize the local second-order spatial derivative operator and use an asymptotically compatible difference scheme to discretize the spatial nonlocal diffusion operator, and apply second-order backward differentiation formula (BDF2) to approximate the temporal derivative to achieve a fully discrete infinity system. To solve the resulting fully discrete systems, we develop a unified framework that is applicable to the discretization of both local and nonlocal problems. A key ingredient is to derive Dirichlet-to-Neumann (DtN)-type absorbing boundary conditions (ABCs). To do so, we apply the z-transform and solve an exterior problem using an iteration technique to derive a Dirichlet-to-Dirichlet (DtD)-type mapping as exact ABCs. After that, we use the Green formula to reformulate the DtD-type mapping equivalently as the DtN-type mapping. The resulting DtN-type mapping allows us to reduce the infinity discrete system into a finite discrete system in a truncated computational domain of interest, and also make it possible to present the stability and convergence analysis of the reduced problem under some open but reasonable assumptions. To efficiently implement the exact ABCs, we further develop a fast convolution algorithm based on approximation of the contour integral induced by the inverse z-transform. The stability and error analysis of the reduced finite discrete system based on the fast algorithm for exact ABCs are also established, and numerical examples are provided to demonstrate the effectiveness of our proposed approach.
Year
DOI
Venue
2020
10.1137/19M1285822
SIAM JOURNAL ON NUMERICAL ANALYSIS
Keywords
DocType
Volume
nonlocal diffusion equation,asymptotically compatible,artificial boundary method,absorbing boundary conditions,fast algorithm,stability and error analysis,DtN-type map
Journal
58
Issue
ISSN
Citations 
3
0036-1429
1
PageRank 
References 
Authors
0.36
0
4
Name
Order
Citations
PageRank
Chunxiong Zheng17912.46
Qiang Du21692188.27
Xiang Ma310.36
Jiwei Zhang411.38