English

On the matrices in B-spline collocation methods for Riesz fractional equations and their spectral properties

Numerical Analysis 2021-06-29 v1 Numerical Analysis

Abstract

In this work, we focus on a fractional differential equation in Riesz form discretized by a polynomial B-spline collocation method. For an arbitrary polynomial degree pp, we show that the resulting coefficient matrices possess a Toeplitz-like structure. We investigate their spectral properties via their symbol and we prove that, like for second order differential problems, also in this case the given matrices are ill-conditioned both in the low and high frequencies for large pp. More precisely, in the fractional scenario the symbol has a single zero at 00 of order α\alpha, with α\alpha the fractional derivative order that ranges from 11 to 22, and it presents an exponential decay to zero at π\pi for increasing pp that becomes faster as α\alpha approaches 11. This translates in a mitigated conditioning in the low frequencies and in a deterioration in the high frequencies when compared to second order problems. Furthermore, the derivation of the symbol reveals another similarity of our problem with a classical diffusion problem. Since the entries of the coefficient matrices are defined as evaluations of fractional derivatives of the B-spline basis at the collocation points, we are able to express the central entries of the coefficient matrix as inner products of two fractional derivatives of cardinal B-splines. Finally, we perform a numerical study of the approximation behavior of polynomial B-spline collocation. This study suggests that, in line with non-fractional diffusion problems, the approximation order for smooth solutions in the fractional case is p+2αp+2-\alpha for even pp, and p+1αp+1-\alpha for odd pp.

Keywords

Cite

@article{arxiv.2106.14834,
  title  = {On the matrices in B-spline collocation methods for Riesz fractional equations and their spectral properties},
  author = {Mariarosa Mazza and Marco Donatelli and Carla Manni and Hendrik Speleers},
  journal= {arXiv preprint arXiv:2106.14834},
  year   = {2021}
}

Comments

23 pages, 13 figures