Fourth-Order Compact Difference Schemes for the Riemann-Liouville and Riesz Derivatives

Yuxin Zhang, Hengfei Ding and Jincai Luo

Abstract and Applied Analysis, 2014, vol. 2014, 1-4

Abstract:

We propose two new compact difference schemes for numerical approximation of the Riemann-Liouville and Riesz derivatives, respectively. It is shown that these formulas have fourth-order convergence order by means of the Fourier transform method. Finally, some numerical examples are implemented to testify the efficiency of the numerical schemes and confirm the convergence orders.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:540692

DOI: 10.1155/2014/540692

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