Fourth-order compact difference schemes for the Riemann-Liouville and Riesz derivatives (Q1724356): Difference between revisions
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scientific article
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English | Fourth-order compact difference schemes for the Riemann-Liouville and Riesz derivatives |
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Fourth-order compact difference schemes for the Riemann-Liouville and Riesz derivatives (English)
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14 February 2019
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Summary: We propose two new compact difference schemes for numerical approximation of the Riemann-Liouville and Riesz derivatives, respectively. It is shown that these formulas have fourth-order convergence order by means of the Fourier transform method. Finally, some numerical examples are implemented to testify the efficiency of the numerical schemes and confirm the convergence orders.
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fourth-order convergence order
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