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Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations
Numerical Algorithms ( IF 2.1 ) Pub Date : 2020-08-08 , DOI: 10.1007/s11075-020-00980-z
Fu-Rong Lin , Qiu-Ya Wang , Xiao-Qing Jin

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.



中文翻译:

空间Riesz变量阶分数阶扩散方程的Crank-Nicolson加权移位的Grünwald差分格式

本文提出了高阶有限差分方法来解决空间Riesz变阶分数阶扩散方程的初边值问题。基于加权移-Grünwald的差(WSGD)运营商在Lin和刘(J. COMPUT提出申请。数学。363(77-91(2020)),对于黎曼-利维尔分数阶导数,我们利用变量阶数导数和(常数阶)分数导数之间的关系推导了WSGD算子。然后,我们将Crank-Nicolson加权移位的Grünwald差分(CN-WSGD)方案应用于空间Riesz变阶扩散方程的初边界问题。提出并证明了CN-WSGD方案的稳定性和收敛性的理论结果。此外,我们推导了一种基于问题的方法来选择合适的CN-WSGD方案,这会导致无条件的稳定线性系统的精度达到最佳上限。数值结果表明,该方案是非常有效的。

更新日期:2020-08-09
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