2019/09/12 by Lijing Zhao, Xudong Wang, Zhao, Lijing +1
Mathematics · #Differential Equations and Numerical Methods #FOS: Mathematics #Fractional Differential Equations Solutions #Nonlinear Differential Equations Analysis #Numerical Analysis (math.NA)
paper · pdf · doi:10.48550/arxiv.1909.05470
openalex publication_date 2019/09/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we focus on designing a well-conditioned Glarkin spectral methods for solving a two-sided fractional diffusion equations with drift, in which the fractional operators are defined neither in Riemann-Liouville nor Caputo sense, and its physical meaning is clear. Based on the image spaces of Riemann-Liouville fractional integral operators on Lp([a,b]) space discussed in our previous work, after a step by step deduction, three kinds of Galerkin spectral formulations are proposed, the final obtained corresponding scheme of which shows to be well-conditioned---the condition number of the stiff matrix can be reduced from O(N2α) to O(Nα), where N is the degree of the polynomials used in the approximation. Another point is that the obtained schemes can also be applied successfully to approximate fractional Laplacian with generalized homogeneous boundary conditions, whose fractional order α∈(0,2), not only having to be limited to α∈(1,2). Several numerical experiments demonstrate the effectiveness of the derived schemes. Besides, based on the numerical results, we can observe the behavior of mean first exit time, an interesting quantity that can provide us with a further understanding about the mechanism of abnormal diffusion.