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High-Order Algorithms for Riesz Derivative and Their Applications (I)
oleh: Hengfei Ding, Changpin Li, YangQuan Chen
Format: | Article |
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Diterbitkan: | Wiley 2014-01-01 |
Deskripsi
We firstly develop the high-order numerical algorithms for the left and right Riemann-Liouville derivatives. Using these derived schemes, we can get high-order algorithms for the Riesz fractional derivative. Based on the approximate algorithm, we construct the numerical scheme for the space Riesz fractional diffusion equation, where a fourth-order scheme is proposed for the spacial Riesz derivative, and where a compact difference scheme is applied to approximating the first-order time derivative. It is shown that the difference scheme is unconditionally stable and convergent. Finally, numerical examples are provided which are in line with the theoretical analysis.