Finite difference method for a general fractional porous medium equation

Abstract

We formulate a numerical method to solve the porous medium type equation with fractional diffusion \[ \frac{\partial u}{\partial t}+(-Δ)^{σ/2} (u^m)=0 \] posed for $x\in \mathbb{R}^N$, $t>0$, with $m\geq 1$, $σ\in (0,2)$, and nonnegative initial data $u(x,0)$. We prove existence and uniqueness of the solution of the numerical method and also the convergence to the theoretical solution of the equation with an order depending on $σ$. We also propose a two points approximation to a $σ$-derivative with order $O(h^{2-σ})$.