Accurate Numerical Methods for Two and Three Dimensional Integral Fractional Laplacian with Applications


In this paper, we propose accurate and efficient finite difference methods to discretize the two- and three-dimensional fractional Laplacian (-Δ)α/2 (0 < α < 2) in hypersingular integral form. The proposed methods provide a fractional analogue of the central difference schemes to the fractional Laplacian. As α → 2-, they collapse to the central difference schemes of the classical Laplace operator −Δ. We prove that our methods are consistent if 𝑢 ∈ C[α], α –[α]+ ε (ℝd), and the local truncation error is 𝓞 (hε), with ε > 0 a small constant and [· } denoting the floor function. If 𝑢 ∈ C2+[α], α -[ α]+ ε (ℝd), they can achieve the second order of accuracy for any α ∈ (0,2). These results hold for any dimension d ≥ 1 and thus improve the existing error estimates of the one-dimensional cases in the literature. Extensive numerical experiments are provided and confirm our analytical results. We then apply our method to solve the fractional Poisson problems and the fractional Allen-Cahn equations. Numerical simulations suggest that to achieve the second order of accuracy, the solution of the fractional Poisson problem should at most satisfy 𝑢 ∈ C1,1 (ℝd). One merit of our methods is that they yield a multilevel Toeplitz stiffness matrix, an appealing property for the development of fast algorithms via the fast Fourier transform (FFT). Our studies of the two- and three-dimensional fractional Allen-Cahn equations demonstrate the efficiency of our methods in solving the high-dimensional fractional problems.


Mathematics and Statistics

Research Center/Lab(s)

Center for High Performance Computing Research


This work was supported by the US National Science Foundation under Grant Number DMS-1620465.

Keywords and Phrases

Consistency; Finite difference methods; Fractional Allan-Cahn equation; Fractional Poisson equation; Integral fractional Laplacian; Montgomery identity

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Article - Journal

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© 2019 Elsevier B.V., All rights reserved.

Publication Date

01 Oct 2019