Convergence rates of the fractional to the local Dirichlet problem

We prove non-asymptotic rates of convergence in the $W^{s,2}({\mathbb{R}}^d)$-norm for the solution of the fractional Dirichlet problem to the solution of the local Dirichlet problem as $s\uparrow 1$. For regular enough boundary values we get a rate of order $\sqrt{1-s}$, while for less regular data the rate is of order $\sqrt{(1-s)\mathrm{\mid }\log (1-s)\mathrm{\mid }}$. We also obtain results when the right hand side depends on $s$, and our error estimates are true for all $s\in (0,1)$. The proofs use variational arguments to deduce rates in the fractional Sobolev norm from energy estimates between the fractional and the standard Dirichlet energy.