A new family of difference schemes for space fractional advection diffusion equation

DOI10.4208/AAMM.2015.M1069zbMATH Open1499.65611arXiv1310.7671OpenAlexW3102470875MaRDI QIDQ5155231FDOQ5155231

Authors: Can Li, Weihua Deng 

Publication date: 6 October 2021

Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

Abstract: The second order weighted and shifted Gr"{u}nwald difference (WSGD) operators are developed in [Tian et al., arXiv:1201.5949] to solve space fractional partial differential equations. Along this direction, we further design a new family of second order WSGD operators; by properly choosing the weighted parameters, they can be effectively used to discretize space (Riemann-Liouville) fractional derivatives. Based on the new second order WSGD operators, we derive a family of difference schemes for the space fractional advection diffusion equation. By von Neumann stability analysis, it is proved that the obtained schemes are unconditionally stable. Finally, extensive numerical experiments are performed to demonstrate the performance of the schemes and confirm the convergent orders.

Full work available at URL: https://arxiv.org/abs/1310.7671

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zbMATH Keywords

stabilityRiemann-Liouville fractional derivativefinite difference approximationfractional advection diffusion equationWSGD operator

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cited In (15)

• Necessity of introducing non-integer shifted parameters by constructing high accuracy finite difference algorithms for a two-sided space-fractional advection-diffusion model
• Fast algorithm based on the novel approximation formula for the Caputo-Fabrizio fractional derivative
• On a second order scheme for space fractional diffusion equations with variable coefficients
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• A non‐standard finite difference method for space fractional advection–diffusion equation
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• Banded preconditioners for Riesz space fractional diffusion equations
• A class of unconditioned stable 4-point WSGD schemes and fast iteration methods for space fractional diffusion equations
• Stability and convergence of 3-point WSGD schemes for two-sided space fractional advection-diffusion equations with variable coefficients
• DNT preconditioner for one-sided space fractional diffusion equations
• A posteriori error estimates of the Galerkin spectral methods for space-time fractional diffusion equations
• R. Chan’s circulant-based approximate inverse preconditioning iterative method for solving second-order space fractional advection–dispersion equations with variable coefficients
• Some second-order \(\theta\) schemes combined with finite element method for nonlinear fractional cable equation
• Efficient preconditioner of one-sided space fractional diffusion equation

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