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, issue 1

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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https://doi.org/10.1155/2014/540692

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:540692

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