Fractional centered difference schemes and banded preconditioners for nonlinear Riesz space variable-order fractional diffusion equations (Q6140901)

Four finite difference methods are here proposed to solve linear and nonlinear diffusion equations with Riesz space fractional derivative of variable order in one and two dimensions. The methods are obtained by combining a fractional centred difference or a weighted and shifted fractional centred difference scheme in space with either Crank-Nicolson method or a linearly implicit conservative difference scheme for the approximation in time. The convergence of the schemes is proved provided that time and space steps satisfy sufficient conditions for stability. Banded preconditioned GMRES methods are proposed for the efficient numerical solution of the linear systems arising in the implementation of the proposed methods. Bounds on the spectral radius and the condition number of the preconditioned matrices are proved. The efficiency of the suggested preconditioning strategies and the rate of convergence of the methods are tested in three numerical experiments. Comparisons are made between the performance of the proposed techniques and other methods in the literature.