NANADec 17, 2015

A Petrov-Galerkin Finite Element Method for Fractional Convection-Diffusion Equations

arXiv:1512.0563466 citationsh-index: 44
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This work provides a novel numerical method for solving fractional convection-diffusion equations, which are important for modeling super-diffusion in heterogeneous media, with improved accuracy and efficiency.

The authors developed a Petrov-Galerkin finite element method for fractional convection-diffusion equations with Riemann-Liouville or Caputo derivatives of order α∈(3/2,2), achieving optimal error estimates in L^2 and H^1 norms and a well-conditioned linear system with diagonal stiffness matrix on uniform meshes.

In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $α\in(3/2, 2)$ in the leading term and both convection and potential terms. They arise in the mathematical modeling of asymmetric super-diffusion processes in heterogeneous media. The well-posedness of the formulations and sharp regularity pickup of the variational solutions are established. A novel finite element method is developed, which employs continuous piecewise linear finite elements and "shifted" fractional powers for the trial and test space, respectively. The new approach has a number of distinct features: It allows deriving optimal error estimates in both $L^2(D)$ and $H^1(D)$ norms; and on a uniform mesh, the stiffness matrix of the leading term is diagonal and the resulting linear system is well conditioned. Further, in the Riemann-Liouville case, an enriched FEM is proposed to improve the convergence. Extensive numerical results are presented to verify the theoretical analysis and robustness of the numerical scheme.

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