Quasi-compact finite difference schemes for space fractional diffusion equations
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Abstract: Based on the weighted and shifted Gr"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the one and two dimensional space fractional diffusion equations. The detailed numerical stability and error analysis are theoretically performed. We theoretically prove and numerically verify that the provided numerical schemes have the convergent orders 3 in space and 2 in time.
The authors develop a theory of quasi-compact finite difference schemes for the numerical solution of one- and two-space fractional diffusion problems. A finite difference operator for Riemann-Liouville fractional derivatives is proposed. This approach is used for constructing compact weighted and shifted Grünwald difference schemes on uniform meshes in rectangular domains. The time variable is discretized by Crank-Nicolson implicit schemes. The schemes are further factorized by additional techniques, such as the quasi-compact Peaceman-Rachford alternating direction implicit (ADI) scheme, the Douglas ADI scheme and others. The resulting finite difference schemes have four order in space and second order in time approximation rate. Theoretical results on stability and convergence of the derived schemes are obtained. Numerical experiments are given.
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