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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 PublicationJournal of Scientific Computing
ISSN0885-7474
Volume75Issue: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.

KeywordConvergence High-order Finite Difference Schemes Stability Time-dependent Space-fractional Diffusion Equation Variable Diffusion Coefficients
DOI10.1007/s10915-017-0581-x
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000428565100022
PublisherSPRINGER/PLENUM PUBLISHERS233 SPRING ST, NEW YORK, NY 10013
Scopus ID2-s2.0-85031924887
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
DEPARTMENT OF MATHEMATICS
Corresponding AuthorNg,Michael K.; Sun,Hai Wei
Affiliation1.Department of MathematicsHong Kong Baptist University,Kowloon Tong,Hong Kong
2.Department of MathematicsUniversity of Macau,China
Corresponding Author AffilicationUniversity 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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