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High-order numerical methods for the Riesz space fractional advection-dispersion equations
arXiv - CS - Numerical Analysis Pub Date : 2020-03-31 , DOI: arxiv-2003.13923 Libo Feng, Pinghui Zhuang, Fawang Liu, Ian Turner, Jing Li
arXiv - CS - Numerical Analysis Pub Date : 2020-03-31 , DOI: arxiv-2003.13923 Libo Feng, Pinghui Zhuang, Fawang Liu, Ian Turner, Jing Li
In this paper, we propose high-order numerical methods for the Riesz space
fractional advection-dispersion equations (RSFADE) on a {f}inite domain. The
RSFADE is obtained from the standard advection-dispersion equation by replacing
the first-order and second-order space derivative with the Riesz fractional
derivatives of order $\alpha\in(0,1)$ and $\beta\in(1,2]$, respectively.
Firstly, we utilize the weighted and shifted Gr\"unwald difference operators to
approximate the Riesz fractional derivative and present the {f}inite difference
method for the RSFADE. Specifically, we discuss the Crank-Nicolson scheme and
solve it in matrix form. Secondly, we prove that the scheme is unconditionally
stable and convergent with the accuracy of $\mathcal {O}(\tau^2+h^2)$. Thirdly,
we use the Richardson extrapolation method (REM) to improve the convergence
order which can be $\mathcal {O}(\tau^4+h^4)$. Finally, some numerical examples
are given to show the effectiveness of the numerical method, and the results
are excellent with the theoretical analysis.
中文翻译:
Riesz 空间分数阶对流-弥散方程的高阶数值方法
在本文中,我们针对 {f} 有限域上的 Riesz 空间分数阶对流-弥散方程 (RSFADE) 提出了高阶数值方法。RSFADE 是通过将一阶和二阶空间导数替换为 $\alpha\in(0,1)$ 和 $\beta\in(1, 2]$,分别。首先,我们利用加权和移位 Gr\"unwald 差分算子来逼近 Riesz 分数阶导数,并提出 RSFADE 的{f}有限差分方法。具体来说,我们讨论了 Crank-Nicolson 方案并求解其矩阵形式。其次,我们证明该方案是无条件稳定和收敛的,精度为$\mathcal {O}(\tau^2+h^2)$。第三,我们使用理查森外推法 (REM) 来改进收敛阶数,它可以是 $\mathcal {O}(\tau^4+h^4)$。最后,给出了一些数值算例,证明了该数值方法的有效性,与理论分析结果相吻合。
更新日期:2020-04-03
中文翻译:
Riesz 空间分数阶对流-弥散方程的高阶数值方法
在本文中,我们针对 {f} 有限域上的 Riesz 空间分数阶对流-弥散方程 (RSFADE) 提出了高阶数值方法。RSFADE 是通过将一阶和二阶空间导数替换为 $\alpha\in(0,1)$ 和 $\beta\in(1, 2]$,分别。首先,我们利用加权和移位 Gr\"unwald 差分算子来逼近 Riesz 分数阶导数,并提出 RSFADE 的{f}有限差分方法。具体来说,我们讨论了 Crank-Nicolson 方案并求解其矩阵形式。其次,我们证明该方案是无条件稳定和收敛的,精度为$\mathcal {O}(\tau^2+h^2)$。第三,我们使用理查森外推法 (REM) 来改进收敛阶数,它可以是 $\mathcal {O}(\tau^4+h^4)$。最后,给出了一些数值算例,证明了该数值方法的有效性,与理论分析结果相吻合。