Stability and Positivity Preservation in Conventional Methods for Space-Fractional Diffusion Problems: Analysis and Algorithms

The numerical solution of space-fractional diffusion problems is investigated focusing on stability and non-negativity issues. The extension of classical schemes is analyzed for the case of the spectral fractional Dirichlet Laplacian operator. For the spatial discretization, both finite differences and finite elements are used. The finite element case needs special care and is discussed in detail. Both spatial discretizations are combined with the matrix transformation method, leading to fractional powers of matrices in the discretized problems. In the time stepping, θ-methods are utilized with θ=0,12 and 1. In the analysis, it is pointed out that the stability condition in the case of θ=0 depends on the fractional power α∈(0,1], which results in a weaker condition on the time discretization compared to the conventional diffusion. In this case, we also obtain non-negativity preservation. Also, unconditional stability is established for θ=12 and θ=1, where for the spatial discretization rather general conditions are posed. The results containing stability conditions are also confirmed in a series of numerical experiments. In the course of the corresponding algorithms, an efficient matrix power–vector product procedure is employed to keep simulation time at an affordable level. The associated computational algorithm is also described in detail.