A Semi-Analytic Diagonalization FEM for the Spectral Fractional Laplacian

Abstract

We present a technique for approximating solutions to the spectral fractional Laplacian, which is based on the Caffarelli-Silvestre extension and diagonalization. Our scheme uses the analytic solution to the associated eigenvalue problem in the extended dimension. We show its relation to a quadrature scheme. Numerical examples demonstrate the performance of the method.