High order finite difference methods on non-uniform meshes for space fractional operators
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Publication:273674
DOI10.1007/S10444-015-9430-3zbMATH Open1347.65130arXiv1412.4339OpenAlexW2123878261MaRDI QIDQ273674FDOQ273674
Publication date: 22 April 2016
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Abstract: In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform meshes. The nonlocal property of space fractional operator makes it difficult to design the finite difference scheme on non-uniform meshes. This paper provides a basic strategy to derive the first and high order discretization schemes on non-uniform meshes for fractional operators. And the obtained first and second schemes on non-uniform meshes are used to solve space fractional diffusion equations. The error estimates and stability analysis are detailedly performed; and extensive numerical experiments confirm the theoretical analysis or verify the convergence orders.
Full work available at URL: https://arxiv.org/abs/1412.4339
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convergencestabilityerror estimatesnumerical examplefinite difference schememollificationnon-uniform meshesspace fractional operators
Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Multiple scale methods for ordinary differential equations (34E13)
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Cited In (18)
- Characterization of image spaces of Riemann-Liouville fractional integral operators on Sobolev spaces \(W^{m,p} (\Omega)\)
- A parallel spectral element method for fractional Lorenz system
- An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution
- Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity
- A fast temporal second‐order difference scheme for the time‐fractional subdiffusion equation
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- Stiff-cut leap-frog scheme for fractional Laplacian diffusion equations
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- A Generalized Spectral Collocation Method with Tunable Accuracy for Fractional Differential Equations with End-Point Singularities
- Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction–diffusion equation
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