2024/06/15 by Hao, Zhaopeng, Shi, Siyuan, Zhang, Zhongqiang +1
#26A33 #35R11 #65N06 #65N12 #65T50 #FOS: Mathematics #Numerical Analysis (math.NA)
paper · doi:10.48550/arxiv.2406.10524
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for the multi-dimensional variable-order fractional Laplacian defined by a hypersingular integral. We prove that the scheme is of second-order convergence and apply the developed finite difference scheme to solve various equations with the variable-order fractional Laplacian. We present a fast solver with quasi-linear complexity of the scheme for computing variable-order fractional Laplacian and corresponding PDEs. Several numerical examples demonstrate the accuracy and efficiency of our algorithm and verify our theory.