High-Order Algorithms for Riesz Derivative and Their Applications

Hengfei Ding, Changpin Li and YangQuan Chen

Abstract and Applied Analysis, 2014, vol. 2014, 1-17

Abstract:

We firstly develop the high-order numerical algorithms for the left and right Riemann-Liouville derivatives. Using these derived schemes, we can get high-order algorithms for the Riesz fractional derivative. Based on the approximate algorithm, we construct the numerical scheme for the space Riesz fractional diffusion equation, where a fourth-order scheme is proposed for the spacial Riesz derivative, and where a compact difference scheme is applied to approximating the first-order time derivative. It is shown that the difference scheme is unconditionally stable and convergent. Finally, numerical examples are provided which are in line with the theoretical analysis.

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://downloads.hindawi.com/journals/AAA/2014/653797.pdf (application/pdf)
http://downloads.hindawi.com/journals/AAA/2014/653797.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:653797

DOI: 10.1155/2014/653797

Access Statistics for this article

More articles in Abstract and Applied Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().