A unified meshfree pseudospectral method for solving both classical and fractional PDEs

Abstract: In this paper, we propose a meshfree method based on the Gaussian radial basis function (RBF) to solve both classical and fractional PDEs. The proposed method takes advantage of the analytical Laplacian of Gaussian functions so as to accommodate the discretization of the classical and fractional Laplacian in a single framework and avoid the large computational cost for numerical evaluation of the fractional derivatives. These important merits distinguish it from other numerical methods for fractional PDEs. Moreover, our method is simple and easy to handle complex geometry and local refinement, and its computer program implementation remains the same for any dimension $d \ge 1$. Extensive numerical experiments are provided to study the performance of our method in both approximating the Dirichlet Laplace operators and solving PDE problems. Compared to the recently proposed Wendland RBF method, our method exactly incorporates the Dirichlet boundary conditions into the scheme and is free of the Gibbs phenomenon as observed in the literature. Our studies suggest that to obtain good accuracy the shape parameter cannot be too small or too big, and the optimal shape parameter might depend on the RBF center points and the solution properties.