Fractional Poisson Equation Research Articles

Caloric functions and boundary regularity for the fractional Laplacian in Lipschitz open sets

AbstractWe give Martin representation of nonnegative functions caloric with respect to the fractional Laplacian in Lipschitz open sets. The caloric functions are defined in terms of the mean value property for the space-time isotropic $$\alpha $$ α -stable Lévy process. To derive the representation, we first establish the existence of the parabolic Martin kernel. This involves proving new boundary regularity results for both the fractional heat equation and the fractional Poisson equation with Dirichlet exterior conditions. Specifically, we demonstrate that the ratio of the solution and the Green function is Hölder continuous up to the boundary.

Schrödinger–Poisson systems with zero mass in the Sobolev limiting case

AbstractWe study the existence of positive solutions for a class of systems which strongly couple a quasilinear Schrödinger equation driven by a weighted ‐Laplace operator and without the mass term, and a higher‐order fractional Poisson equation. Since the system is set in , the limiting case for the Sobolev embedding, we consider nonlinearities with exponential growth. Existence is proved relying on the study of a corresponding Choquard equation in which the Riesz kernel is a logarithm, hence sign‐changing and unbounded from above and below. This is in turn solved by means of a variational approximating procedure for an auxiliary Choquard equation, where the logarithm is uniformly approximated by polynomial kernels. Our results are new even in the planar case .

A novel and simple spectral method for nonlocal PDEs with the fractional Laplacian

We propose a novel and simple spectral method based on the semi-discrete Fourier transforms to discretize the fractional Laplacian (−Δ)α2. Numerical analysis and experiments are provided to study its performance. Our method has the same symbol |ξ|α as the fractional Laplacian (−Δ)α2 at the discrete level, and thus it can be viewed as the exact discrete analogue of the fractional Laplacian. This unique feature distinguishes our method from other existing methods for the fractional Laplacian. Note that our method is different from the Fourier pseudospectral methods in the literature which are usually limited to periodic boundary conditions (see Remark 1.1). Numerical analysis shows that our method can achieve a spectral accuracy. The stability and convergence of our method in solving the fractional Poisson equations were analyzed. Our scheme yields a multilevel Toeplitz stiffness matrix, and thus fast algorithms can be developed for efficient matrix-vector multiplications. The computational complexity is O(2Nlog⁡(2N)), and the memory storage is O(N) with N the total number of points. Extensive numerical experiments verify our analytical results and demonstrate the effectiveness of our method in solving various problems.

An Easy-To-Use Tool to Solve Differential Equations with the Fractional Laplacian

Numerical simulation of fractional-order partial differential equations is a challenging task and the majority of computing environments does not provide support for these problems. In this paper we describe how to exploit some of the Matlab features (a programming language not supporting fractional calculus in a naive way) to solve partial differential equations with the spectral fractional Laplacian. For shortness we focus on fractional Poisson equations but the proposed approach can be extended, with just some technical difficulties, to more involved problems. This approach cannot be considered as a highly efficient and accurate way to solve fractional partial differential equations, but as an easy-to-use tool for non specialists in numerical computation to obtain solutions without having to produce sophisticated numerical codes.

Fractal dynamics and computational analysis of local fractional Poisson equations arising in electrostatics

In this paper, the local fractional natural decomposition method (LFNDM) is used for solving a local fractional Poisson equation. The local fractional Poisson equation plays a significant role in the study of a potential field due to a fixed electric charge or mass density distribution. Numerical examples with computer simulations are presented in this paper. The obtained results show that LFNDM is effective and convenient for application.

A parallel fractional explicit group modified AOR iterative method for solving fractional Poisson equation with multi-core architecture

This research studies the Multi-core Architecture for the Modified Accelerated Overrelaxation (MAOR) scheme for solving the fractional Poisson equation. The equation is discretized using the fractional explicit group (FEG) finite difference method. This research also presents the parallel implementation of the fractional order iterative methods with the chessboard (CB) ordering strategies. The experimental results of the test problems were compared with other well known relaxation schemes to test their feasibility on parallel environment. The parameters that is measured include number of iteration, error, execution time and computational cost for various number of processors.

Globally Existing Solutions to the Problem of Dirichlet for the Fractional 3D Poisson Equation

A general approach to solving the Dirichlet problem, both for bounded 3D domains and for their unbounded complements, in terms of the fractional (3D) Poisson equation, is presented. Lauren Schwartz class solutions are sought for tempered distributions. The solutions found are represented by a formula that contains the volume Riesz potential and the one-layer potential, the latter depending on the boundary data. Infinite regularity of fractional harmonic functions, analogous to the infinite smoothness of the classical harmonic functions, is also proved in the respective domain, no matter what the boundary conditions are. Other properties of the solutions, that are presumably of interest to mathematical physics, are also investigated. In particular, an intrinsic decay property, valid far from the common boundary, is shown.

Error Estimates of Finite Difference Methods for the Fractional Poisson Equation with Extended Nonhomogeneous Boundary Conditions

Error Estimates of Finite Difference Methods for the Fractional Poisson Equation with Extended Nonhomogeneous Boundary Conditions

A modified walk‐on‐sphere method for high dimensional fractional Poisson equation

AbstractWe develop walk‐on‐sphere method for fractional Poisson equations with Dirichilet boundary conditions in high dimensions. The walk‐on‐sphere method is based on probabilistic representation of the fractional Poisson equation. We propose efficient quadrature rules to evaluate integral representation in the ball and apply rejection sampling method to drawing from the computed probabilities in general domains. Moreover, we provide an estimate of the number of walks in the mean value for the method when the domain is a ball. We show that the number of walks is increasing in the fractional order and the distance of the starting point to the origin. We also give the relationship between the Green function of fractional Laplace equation and that of the classical Laplace equation. Numerical results for problems in 2–10 dimensions verify our theory and the efficiency of the modified walk‐on‐sphere method.

Double-Preconditioning Techniques for Fractional Partial Differential Equation Solvers

This paper is devoted to the numerical computation of the solution to stationary space fractional Partial Differential Equations (PDEs). To this end, we derive some algorithms for solving fractional algebraic linear systems resulting from the discretization of these space fractional PDEs. The proposed approach is based on an efficient computation of Cauchy’s integrals allowing to estimate positive real powers of a (sparse) matrix A. A first preconditioner M is used to reduce the length of the Cauchy integral contour enclosing the spectrum of MA, hence allowing in some cases for a large reduction of the number of quadrature nodes along the integral contour. Next, ILU-factorizations are used to efficiently solve the linear systems involved in the computation of approximate Cauchy’s integrals. Therefore, the strategy is independent of the way the Cauchy integrals are computed, although in this paper, for the sake of simplicity, we use standard quadrature rules. Based on this approach, we derive some solvers for stationary deterministic or stochastic space fractional Poisson equations which are tested in a series of numerical experiments.

Analysis of the Fractional-Order Local Poisson Equation in Fractal Porous Media

This paper investigates the fractional local Poisson equation using the homotopy perturbation transformation method. The Poisson equation discusses the potential area due to a provided charge with the possibility of area identified, and one can then determine the electrostatic or gravitational area in the fractal domain. Elliptic partial differential equations are frequently used in the modeling of electromagnetic mechanisms. The Poisson equation is investigated in this work in the context of a fractional local derivative. To deal with the fractional local Poisson equation, some illustrative problems are discussed. The solution shows the well-organized and straightforward nature of the homotopy perturbation transformation method to handle partial differential equations having fractional derivatives in the presence of a fractional local derivative. The solutions obtained by the defined methods reveal that the proposed system is simple to apply, and the computational cost is very reliable. The result of the fractional local Poisson equation yields attractive outcomes, and the Poisson equation with a fractional local derivative yields improved physical consequences.

Quasilinear logarithmic Choquard equations with exponential growth in [formula omitted

We consider the N-Laplacian Schrödinger equation strongly coupled with higher order fractional Poisson's equations. When the order of the Riesz potential α is equal to the Euclidean dimension N, and thus it is a logarithm, the system turns out to be equivalent to a nonlocal Choquard type equation. On the one hand, the natural function space setting in which the Schrödinger energy is well defined is the Sobolev limiting space W1,N(RN), where the maximal nonlinear growth is of exponential type. On the other hand, in order to have the nonlocal energy well defined and prove the existence of finite energy solutions, we introduce a suitable log-weighted variant of the Pohozaev-Trudinger inequality which provides a suitable functional framework where we use variational methods.

On the Calculation of the Moore–Penrose and Drazin Inverses: Application to Fractional Calculus

This paper presents a third order iterative method for obtaining the Moore–Penrose and Drazin inverses with a computational cost of O(n3), where n∈N. The performance of the new approach is compared with other methods discussed in the literature. The results show that the algorithm is remarkably efficient and accurate. Furthermore, sufficient criteria in the fractional sense are presented, both for smooth and non-smooth solutions. The fractional elliptic Poisson and fractional sub-diffusion equations in the Caputo sense are considered as prototype examples. The results can be extended to other scientific areas involving numerical linear algebra.

Algorithm implementation and numerical analysis for the two-dimensional tempered fractional Laplacian

Tempered fractional Laplacian is the generator of the tempered isotropic L\'evy process [W.H. Deng, B.Y. Li, W.Y. Tian, and P.W. Zhang, Multiscale Model. Simul., 16(1), 125-149, 2018]. This paper provides the finite difference discretization for the two dimensional tempered fractional Laplacian $(\Delta+\lambda)^{\frac{\beta}{2}}$. Then we use it to solve the tempered fractional Poisson equation with Dirichlet boundary conditions and derive the error estimates. Numerical experiments verify the convergence rates and effectiveness of the schemes.

An efficient computational approach for local fractional Poisson equation in fractal media

AbstractIn this article, we analyze local fractional Poisson equation (LFPE) by employing q‐homotopy analysis transform method (q‐HATM). The PE describes the potential field due to a given charge with the potential field known, one can then calculate gravitational or electrostatic field in fractal domain. It is an elliptic partial differential equations (PDE) that regularly appear in the modeling of the electromagnetic mechanism. In this work, PE is studied in the local fractional operator sense. To handle the LFPE some illustrative example is discussed. The required results are presented to demonstrate the simple and well‐organized nature of q‐HATM to handle PDE having fractional derivative in local fractional operator sense. The results derived by the discussed technique reveal that the suggested scheme is easy to employ and computationally very accurate. The graphical representation of solution of LFPE yields interesting and better physical consequences of Poisson equation with local fractional derivative.

Nonlinear fractional Laplacian problems with nonlocal ‘gradient terms’

AbstractLet$\Omega \subset \mathbb{R}^{N} $, N ≽ 2, be a smooth bounded domain. For s ∈ (1/2, 1), we consider a problem of the form $$\left\{\begin{array}{@{}ll} (-\Delta)^s u = \mu(x)\, \mathbb{D}_s^{2}(u) + \lambda f(x), & {\rm in}\,\Omega, \\ u= 0, & {\rm in}\,\mathbb{R}^{N} \setminus \Omega,\end{array}\right.$$ where λ > 0 is a real parameter, f belongs to a suitable Lebesgue space, $\mu \in L^{\infty}$ and $\mathbb {D}_s^2$ is a nonlocal ‘gradient square’ term given by $$\mathbb{D}_s^2 (u) = \frac{a_{N,s}}{2} \int_{\mathbb{R}^{N}} \frac{|u(x)-u(y)|^2}{|x-y|^{N+2s}}\,{\rm d}y.$$ Depending on the real parameter λ > 0, we derive existence and non-existence results. The proof of our existence result relies on sharp Calderón–Zygmund type regularity results for the fractional Poisson equation with low integrability data. We also obtain existence results for related problems involving different nonlocal diffusion terms.

Identification of the derivative order in fractional differential equations

It is currently established that for general heterogeneous media, the classical Fick law must be replaced by a nonlocal fractional differential operator. In such situations where anomalous diffusion occurs, the crucial difficulty is the identification of the correct orders of fractional differential operators. In the present paper, order identification of fractional differential operators is studied in the case of stationary and evolution partial differential equations. The novelty of our work is the determination of the exact problem satisfied by the derivative of the solution with respect to the differential order. More precisely, if the solution of our boundary value problem, with a fractional differential order , is denoted by , we show that satisfies the same problem but with other source terms. Our new result allows to carry out an exact computation of the cost functional derivative with respect to to perform more accurate and efficient steepest descent minimization algorithms. It can also be applied in optimal control theory and for sensitivity analysis frameworks. Our method is illustrated in two situations: Fractional Poisson equation and Taylor‐Couette flow problem with fractional time derivative.

Fundamental Solution for Natural Powers of the Fractional Laplace and Dirac Operators in the Riemann–Liouville Sense

In this paper, we study the fundamental solution of natural powers of the n-parameter fractional Laplace and Dirac operators defined via Riemann–Liouville fractional derivatives. To do this we use iteration through the fractional Poisson equation starting from the fundamental solutions of the fractional Laplace $$\Delta _{a^+}^\alpha $$ and Dirac $$D_{a^+}^\alpha $$ operators, admitting a summable fractional derivative. The family of fundamental solutions of the corresponding natural powers of fractional Laplace and Dirac operators are expressed in operator form using the Mittag–Leffler function.

Econophysics and Fractional Calculus: Einstein’s Evolution Equation, the Fractal Market Hypothesis, Trend Analysis and Future Price Prediction

This paper examines a range of results that can be derived from Einstein’s evolution equation focusing on the effect of introducing a Lévy distribution into the evolution equation. In this context, we examine the derivation (derived exclusively from the evolution equation) of the classical and fractional diffusion equations, the classical and generalised Kolmogorov–Feller equations, the evolution of self-affine stochastic fields through the fractional diffusion equation, the fractional Poisson equation (for the time independent case), and, a derivation of the Lyapunov exponent and volatility. In this way, we provide a collection of results (which includes the derivation of certain fractional partial differential equations) that are fundamental to the stochastic modelling associated with elastic scattering problems obtained under a unifying theme, i.e., Einstein’s evolution equation. This includes an analysis of stochastic fields governed by a symmetric (zero-mean) Gaussian distribution, a Lévy distribution characterised by the Lévy index γ ∈ [ 0 , 2 ] and the derivation of two impulse response functions for each case. The relationship between non-Gaussian distributions and fractional calculus is examined and applications to financial forecasting under the fractal market hypothesis considered, the reader being provided with example software functions (written in MATLAB) so that the results presented may be reproduced and/or further investigated.

What is the fractional Laplacian? A comparative review with new results

The fractional Laplacian in Rd, which we write as (−Δ)α/2 with α∈(0,2), has multiple equivalent characterizations. Moreover, in bounded domains, boundary conditions must be incorporated in these characterizations in mathematically distinct ways, and there is currently no consensus in the literature as to which definition of the fractional Laplacian in bounded domains is most appropriate for a given application. The Riesz (or integral) definition, for example, admits a nonlocal boundary condition, where the value of a function must be prescribed on the entire exterior of the domain in order to compute its fractional Laplacian. In contrast, the spectral definition requires only the standard local boundary condition. These differences, among others, lead us to ask the question: “What is the fractional Laplacian?” Beginning from first principles, we compare several commonly used definitions of the fractional Laplacian theoretically, through their stochastic interpretations as well as their analytical properties. Then, we present quantitative comparisons using a sample of state-of-the-art methods. We discuss recent advances on nonzero boundary conditions and present new methods to discretize such boundary value problems: radial basis function collocation (for the Riesz fractional Laplacian) and nonharmonic lifting (for the spectral fractional Laplacian).In our numerical studies, we aim to compare different definitions on bounded domains using a collection of benchmark problems. We consider the fractional Poisson equation with both zero and nonzero boundary conditions, where the fractional Laplacian is defined according to the Riesz definition, the spectral definition, the directional definition, and the horizon-based nonlocal definition. We verify the accuracy of the numerical methods used in the approximations for each operator, and we focus on identifying differences in the boundary behaviors of solutions to equations posed with these different definitions. Through our efforts, we aim to further engage the research community in open problems and assist practitioners in identifying the most appropriate definition and computational approach to use for their mathematical models in addressing anomalous transport in diverse applications.