Residential College | false |
Status | 已發表Published |
Stability and Convergence Analysis of Finite Difference Schemes for Time-Dependent Space-Fractional Diffusion Equations with Variable Diffusion Coefficients | |
Lin,Xue lei1; Ng,Michael K.1; Sun,Hai Wei2 | |
2018-05 | |
Source Publication | Journal of Scientific Computing |
ISSN | 0885-7474 |
Volume | 75Issue:2Pages:1102-1127 |
Abstract | In this paper, we study and analyze Crank–Nicolson temporal discretization with high-order spatial difference schemes for time-dependent Riesz space-fractional diffusion equations with variable diffusion coefficients. To the best of our knowledge, there is no stability and convergence analysis for temporally 2nd-order or spatially jth-order (j≥ 3) difference schemes for such equations with variable coefficients. We prove under mild assumptions on diffusion coefficients and spatial discretization schemes that the resulting discretized systems are unconditionally stable and convergent with respect to discrete ℓ-norm. We further show that several spatial difference schemes with jth-order (j= 1 , 2 , 3 , 4) truncation error satisfy the assumptions required in our analysis. As a result, we obtain a series of temporally 2nd-order and spatially jth-order (j= 1 , 2 , 3 , 4) unconditionally stable difference schemes for solving time-dependent Riesz space-fractional diffusion equations with variable coefficients. Numerical results are presented to illustrate our theoretical results. |
Keyword | Convergence High-order Finite Difference Schemes Stability Time-dependent Space-fractional Diffusion Equation Variable Diffusion Coefficients |
DOI | 10.1007/s10915-017-0581-x |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000428565100022 |
Publisher | SPRINGER/PLENUM PUBLISHERS233 SPRING ST, NEW YORK, NY 10013 |
Scopus ID | 2-s2.0-85031924887 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
Corresponding Author | Ng,Michael K.; Sun,Hai Wei |
Affiliation | 1.Department of MathematicsHong Kong Baptist University,Kowloon Tong,Hong Kong 2.Department of MathematicsUniversity of Macau,China |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Lin,Xue lei,Ng,Michael K.,Sun,Hai Wei. Stability and Convergence Analysis of Finite Difference Schemes for Time-Dependent Space-Fractional Diffusion Equations with Variable Diffusion Coefficients[J]. Journal of Scientific Computing, 2018, 75(2), 1102-1127. |
APA | Lin,Xue lei., Ng,Michael K.., & Sun,Hai Wei (2018). Stability and Convergence Analysis of Finite Difference Schemes for Time-Dependent Space-Fractional Diffusion Equations with Variable Diffusion Coefficients. Journal of Scientific Computing, 75(2), 1102-1127. |
MLA | Lin,Xue lei,et al."Stability and Convergence Analysis of Finite Difference Schemes for Time-Dependent Space-Fractional Diffusion Equations with Variable Diffusion Coefficients".Journal of Scientific Computing 75.2(2018):1102-1127. |
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