A Reduced Basis Method For Fractional Diffusion Operators II

We present a novel numerical scheme to approximate the solution map s ↦ u(s) := 𝓛−s f to fractional PDEs involving elliptic operators. Reinterpreting 𝓛−s as an interpolation operator allows us to write u(s) as an integral including solutions to a parametrized family of local PDEs. We propose a reduced basis strategy on top of a finite element method to approximate its integrand. Unlike prior works, we deduce the choice of snapshots for the reduced basis procedure analytically. The integral is interpreted in a spectral setting to evaluate the surrogate directly. Its computation boils down to a matrix approximation L of the operator whose inverse is projected to the s-independent reduced space, where explicit diagonalization is feasible. Exponential convergence rates are proven rigorously. A second algorithm is presented to avoid inversion of L. Instead, we directly project the matrix to the subspace, where its negative fractional power is evaluated. A numerical comparison with the predecessor highlights its competitive performance.