Finite difference method for a general fractional porous medium equation

preprint2013arXivOpen access

Abstract

We formulate a numerical method to solve the porous medium type equation with fractional diffusion ∂u∂t+(−Δ)σ/2(um)=0 \frac{\partial u}{\partial t}+(-Δ)^{σ/2} (u^m)=0 posed for x∈RNx\in \mathbb{R}^N, t>0t>0, with m≥1m\geq 1, σ∈(0,2)σ\in (0,2), and nonnegative initial data u(x,0)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 σσ. We also propose a two points approximation to a σσ-derivative with order O(h2−σ)O(h^{2-σ}).

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