A fast numerical method for two-dimensional Riesz space fractional diffusion equations on a convex bounded region

Fractional differential equations have attracted considerable attention because of their many applications in physics, geology, biology, chemistry, and finance. In this paper, a two-dimensional Riesz space fractional diffusion equation on a convex bounded region (2D-RSFDE-CBR) is considered. These regions are more general than rectangular or circular domains. A novel alternating direction implicit method for the 2D-RSFDE-CBR with homogeneous Dirichlet boundary conditions is proposed. The stability and convergence of the method are discussed. The resulting linear systems are Toeplitz-like and are solved by the preconditioned conjugate gradient method with a suitable circulant preconditioner. By the fast Fourier transform, the method only requires a computational cost of O (n log n) per time step. These numerical techniques are used for simulating a two-dimensional Riesz space fractional FitzHugh-Nagumo model. The numerical results demonstrate the effectiveness of the method. These techniques can be extended to three spatial dimensions, which will be the topic of our future research. (C) 2018 IMACS. Published by Elsevier B.V. All rights reserved.