Efficient Hermite Spectral-Galerkin Methods for Nonlocal Diffusion Equations in Unbounded Domains

Efficient Hermite Spectral-Galerkin Methods for Nonlocal Diffusion Equations in Unbounded Domains

Year:    2022

Author:    Li-Lian Wang, Huiyuan Li, Ruiqing Liu, Li-Lian Wang

Numerical Mathematics: Theory, Methods and Applications, Vol. 15 (2022), Iss. 4 : pp. 1009–1040

Abstract

In this paper, we develop an efficient Hermite spectral-Galerkin method for nonlocal diffusion equations in unbounded domains. We show that the use of the Hermite basis can de-convolute the troublesome convolutional operations involved in the nonlocal Laplacian. As a result, the “stiffness” matrix can be fast computed and assembled via the four-point stable recursive algorithm with $\mathcal{O}(N^2)$ arithmetic operations. Moreover, the singular factor in a typical kernel function can be fully absorbed by the basis. With the aid of Fourier analysis, we can prove the convergence of the scheme. We demonstrate that the recursive computation of the entries of the stiffness matrix can be extended to the two-dimensional nonlocal Laplacian using the isotropic Hermite functions as basis functions. We provide ample numerical results to illustrate the accuracy and efficiency of the proposed algorithms.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.OA-2022-0007s

Numerical Mathematics: Theory, Methods and Applications, Vol. 15 (2022), Iss. 4 : pp. 1009–1040

Published online:    2022-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    32

Keywords:    Nonlocal diffusion equation spectral-Galerkin Hermite functions correlation/convolution recurrence algorithm.

Author Details

Li-Lian Wang

Huiyuan Li

Ruiqing Liu

Li-Lian Wang