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Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations
Lin,Fu Rong1; Wang,Qiu Ya1; Jin,Xiao Qing2
2020-08-08
Source PublicationNumerical Algorithms
ISSN1017-1398
Volume87Issue:2Pages:601-631
Abstract

In this paper, high-order finite difference methods are proposed to solve the initial-boundary value problem for space Riesz variable-order fractional diffusion equations. Based on weighted-shifted-Grünwald-difference (WSGD) operators proposed in Lin and Liu (J. Comput. Appl. Math. 363, 77–91 (2020)) for Riemann-Liouville fractional derivatives, we derive WSGD operators for variable-order ones by using the relation between variable-order fractional derivative and (constant-order) fractional derivative. We then apply Crank-Nicolson-weighted-shifted-Grünwald-difference (CN-WSGD) schemes to the initial-boundary problem for space Riesz variable-order diffusion equations. Theoretical results on the stability and convergence of CN-WSGD schemes are presented and proved. Moreover, we derive a problem-based method to choose suitable CN-WSGD schemes, which leads to unconditioned stable linear systems with optimal upper bound for accuracy. Numerical results show that the proposed schemes are very efficient.

KeywordAccuracy Cn-wsgd Scheme Stability Variable-order Fractional Derivative
DOI10.1007/s11075-020-00980-z
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000557857200003
PublisherSpringer
Scopus ID2-s2.0-85089079195
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Faculty of Science and Technology
Corresponding AuthorLin,Fu Rong
Affiliation1.Department of Mathematics,Shantou University,Shantou,515063,China
2.Department of Mathematics,University of Macau,Macao
Recommended Citation
GB/T 7714
Lin,Fu Rong,Wang,Qiu Ya,Jin,Xiao Qing. Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations[J]. Numerical Algorithms, 2020, 87(2), 601-631.
APA Lin,Fu Rong., Wang,Qiu Ya., & Jin,Xiao Qing (2020). Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations. Numerical Algorithms, 87(2), 601-631.
MLA Lin,Fu Rong,et al."Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations".Numerical Algorithms 87.2(2020):601-631.
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