High-order numerical algorithms for Riesz derivatives via constructing new generating functions
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Publication:1704847
Abstract: A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich's difference ones, which greatly improve the convergence orders and stability for time-dependent problems with Riesz derivatives. In rapid sequence, we apply the 2nd-order formula to one-dimension Riesz spatial fractional partial differential equations to establish an unconditionally stable finite difference scheme with convergent order , where and are the temporal and spatial stepsizes, respectively. Finally, some numerical experiments are performed to confirm the theoretical results and testify the effectiveness of the derived numerical algorithms.
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.
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