High-order numerical algorithms for Riesz derivatives via constructing new generating functions (Q1704847)

The Riesz derivative is a special linear combination of left and right Riemann-Liouville derivatives of fractional order. First the authors propose a second/higher order numerical differential formulas for Riemann-Liouville derivatives, where the coefficients of the numerical differential formulas are the coefficients of new generating functions. The properties of these coefficients are studied. Then the second order numerical differential formula is applied to solve the Riesz spatial fractional advection diffusion equation. For this partial differential equation, the solvability, stability, and convergence of the finite difference scheme are investigated. Numerical tests illustrate the theoretical results.