High‐Order Algorithms for Riesz Derivative and Their Applications (I)

Hengfei Ding, Changpin Li and YangQuan Chen

Abstract and Applied Analysis, 2014, vol. 2014, issue 1

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:

Downloads: (external link)
https://doi.org/10.1155/2014/653797

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:wly:jnlaaa:v:2014:y:2014:i:1:n:653797

Access Statistics for this article

More articles in Abstract and Applied Analysis from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().