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High-order algorithms for riesz derivative and their applications (IV)

  • Hengfei Ding EMAIL logo and Changpin Li
Published/Copyright: December 31, 2019

Abstract

The main goal of this article is to establish a new 4th-order numerical differential formula to approximate Riesz derivatives which is obtained by means of a newly established generating function. Then the derived formula is used to solve the Riesz space fractional advection-dispersion equation. Meanwhile, by the energy method, it is proved that the difference scheme is unconditionally stable and convergent with order 𝓞(τ2 + h4). Finally, several numerical examples are given to show that the numerical convergence orders of the numerical differential formulas and the finite difference scheme are in line with the theoretical analysis.

MSC 2010: 65A05; 65D15; 65D25; 65M06; 65M12

This paper is dedicated to the memory of late Professor Wen Chen


Acknowledgements

The work was partially supported by the National Natural Science Foundation of China (Grant Nos. 11561060, 11671251 and 11961057).

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Received: 2019-04-15
Published Online: 2019-12-31
Published in Print: 2019-12-18

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