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Approximation of a fractional power of an elliptic operator

(1905.10838)
Published May 26, 2019 in cs.NA

Abstract

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis of an integral representation with a singular integrand. In the present paper, new and more convenient integral representations are proposed for operators with fractional powers. Approximations are based on the classical quadrature formulas. The results of numerical experiments on the accuracy of quadrature formulas are presented. The proposed approximations are used for numerical solving a model two-dimensional boundary value problem for fractional diffusion.

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