Georgia Institute of Technology College of Sciences

The fractional Laplacian is a non-local spatial operator describing anomalous diffusion processes, which have been observed abundantly in nature. Despite its many similarities with the classical Laplacian in unbounded domains, its definition on bounded regions is more problematic. So is its numerical discretization. Difficulties arise as a result of the integral kernel's singularity at the origin as well as its unbounded support. In this talk, we discuss a novel finite difference method to discretize the fractional Laplacian in hypersingular integral form. By introducing a splitting parameter, we first formulate the fractional Laplacian as the weighted integral of a function with a weaker singularity, and then approximate it by a weighted trapezoidal rule. Our method generalizes the standard finite difference approximation of the classical Laplacian and exhibits the same quadratic convergence rate, for any fractional power in (0, 2), under sufficient regularity conditions. We present theoretical error bounds and demonstrate our method by applying it to the fractional Poisson equation. The accompanying numerical examples verify our results, as well as give additional insight into the convergence behavior of our method.