Classical , Nonlocal , and Fractional Diffusion Equations on Bounded Domains

The purpose of this paper is to compare the solutions of one-dimensional boundary value problems corresponding to classical, fractional and nonlocal diffusion on bounded domains. The latter two diffusions are viable alternatives for anomalous diffusion, when Fick’s first law is an inaccurate model. In the case of nonlocal diffusion, a generalization of Fick’s first law in terms of a nonlocal flux is demonstrated to hold. A relationship between nonlocal and fractional diffusion is also reviewed, where the order of the fractional Laplacian can lie in the interval (0, 2]. The contribution of this paper is to present boundary value problems for nonlocal diffusion including a variational formulation that leads to a conforming finite element method using piecewise discontinuous shape functions. The nonlocal Dirichlet and Neumann boundary conditions used represent generalizations of the classical boundary conditions. Several examples are given where the effect of nonlocality is studied. The relationship between nonlocal and fractional diffusion explains that the numerical solution of boundary value problems, where the order of the fractional Laplacian can lie in the interval (0, 2], is possible.