Compact Finite Difference Approximations for Space Fractional Diffusion Equations

Details Compact Finite Difference Approximations for Space Fractional Diffusion Equations Compact Finite Difference Approximations for Space Fractional Diffusion Equations

2012-04-22

arxiv.org/abs/1204.4870v1

Mathematics

Numerical Analysis

19 pages, 2 figures

Scientific paper

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.

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