On a second order scheme for space fractional diffusion equations with variable coefficients (Q1728328)

The authors consider a second order weighted and shifted Grünwald-Letnikov difference (WSGD) approximation, which was first introduced in [\textit{W. Tian} et al., Math. Comput. 84, No. 294, 1703--1727 (2015; Zbl 1318.65058)] for space fractional diffusion equations with diffusion coefficients that are proportional to each other, for space fractional diffusion equations with variable coefficients. The aim is to establish the theoretical analysis for this type of a second order scheme by proving that its differential matrix has eigenvalues with nonpositive real parts. It is shown that if the diffusion coefficients satisfy a certain condition, then the symmetric part of the differentiation matrix is negative semidefinite which implies that the real parts of all eigenvalues are nonpositive. The main idea to achieve this is based on a further analysis of the generating function of the differentiation matrix. The theoretical results are supported by some numerical tests.