We propose a new fractional Laplacian for bounded domains, expressed as a conservation law and thus particularly suited to finite-volume schemes. Our approach permits the direct prescription of no-flux boundary conditions. We first show the well-posedness theory for the fractional heat equation. We also develop a numerical scheme, which correctly captures the action of the fractional Laplacian and its anomalous diffusion effect. We benchmark numerical solutions for the Lévy–Fokker–Planck equation against known analytical solutions. We conclude by numerically exploring properties of these equations with respect to their stationary states and long-time asymptotics.

We present a hybrid finite-volume-particle numerical method for computing the transport of a passive pollutant by a flow. The flow is modeled by the one- and two-dimensional Saint-Venant system of shallow water equations and the pollutant propagation is described by a transport equation.This paper is an extension of our previous work [Chertock, Kurganov and Petrova, J. Sci. Comput. (to appear)], where the one-dimensional finite-volume-particle method has been proposed.The core idea behind the finite-volume-particle method is to use different schemes for the flow and pollution computations: the shallow water equations are numerically integrated using a finite-volume scheme, while the transport equation is solved by a particle method. This way the specific advantages of each scheme are utilizedat the right place. A special attention is given to the recovery of the point values of the numerical solution from its particle distribution. The reconstruction is obtained using a dual equation for the pollutant concentration.This results in a significantly enhanced resolution of the computed solution and also makes it much easier to extendthe finite-volume-particle method to the two-dimensional case.