{"title":"A walk-on-sphere-motivated finite-difference method for the fractional Poisson equation on a bounded d-dimensional domain","authors":"Daxin Nie, Jing Sun, Weihua Deng","doi":"10.1093/imanum/draf031","DOIUrl":null,"url":null,"abstract":"Inspired by the idea of ‘walk-on-sphere’ algorithm, we propose a novel finite-difference framework for solving the fractional Poisson equation under the help of the Feynman-Kac representation of its solution, i.e., walk-on-sphere-motivated finite-difference scheme. By choosing suitable basis functions in interpolatory quadrature and using graded meshes, the convergence rates can achieve up to $O(h^{2})$ in arbitrary $d$-dimensional bounded Lipschitz domain satisfying the exterior ball condition, where $d>1$; while the convergence rate can reach $O(h^{10})$ in 1-dimensional bounded domain under some regularity assumptions on the source term $f$. Furthermore, we propose a strict convergence analysis and several numerical examples in different domains, including circle, L-shape, pentagram and ball, are provided to illustrate the effectiveness of the above built scheme.","PeriodicalId":56295,"journal":{"name":"IMA Journal of Numerical Analysis","volume":"8 1","pages":""},"PeriodicalIF":2.3000,"publicationDate":"2025-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"IMA Journal of Numerical Analysis","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1093/imanum/draf031","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
Inspired by the idea of ‘walk-on-sphere’ algorithm, we propose a novel finite-difference framework for solving the fractional Poisson equation under the help of the Feynman-Kac representation of its solution, i.e., walk-on-sphere-motivated finite-difference scheme. By choosing suitable basis functions in interpolatory quadrature and using graded meshes, the convergence rates can achieve up to $O(h^{2})$ in arbitrary $d$-dimensional bounded Lipschitz domain satisfying the exterior ball condition, where $d>1$; while the convergence rate can reach $O(h^{10})$ in 1-dimensional bounded domain under some regularity assumptions on the source term $f$. Furthermore, we propose a strict convergence analysis and several numerical examples in different domains, including circle, L-shape, pentagram and ball, are provided to illustrate the effectiveness of the above built scheme.
期刊介绍:
The IMA Journal of Numerical Analysis (IMAJNA) publishes original contributions to all fields of numerical analysis; articles will be accepted which treat the theory, development or use of practical algorithms and interactions between these aspects. Occasional survey articles are also published.