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

DOI10.1007/S10915-016-0317-3zbMATH Open1398.65030arXiv1505.03335OpenAlexW3105813679MaRDI QIDQ1704847FDOQ1704847

Authors: Changpin Li, Hengfei Ding 

Publication date: 13 March 2018

Published in: Journal of Scientific Computing (Search for Journal in Brave)

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 $O(a{u}^2+h^2)$, where $au$ and $h$ 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.

Full work available at URL: https://arxiv.org/abs/1505.03335

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zbMATH Keywords

finite difference schemeRiesz derivativeadvection diffusion equationnumerical differential formulas of second and higher orderRiemann-Liouville derivatives of fractional order

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical differentiation (65D25)

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