TY - JOUR
T1 - Stability and Convergence Analysis of Finite Difference Schemes for Time-Dependent Space-Fractional Diffusion Equations with Variable Diffusion Coefficients
AU - Lin, Xue lei
AU - Ng, Michael K.
AU - Sun, Hai Wei
N1 - Funding Information:
Research supported in part by HKRGC GRF 12200317, 12306616, 12302715, 12301214. Research supported by MYRG2016-00063-FST from University of Macau and 054/2015/A2 from FDCT of Macao.
PY - 2018/5/1
Y1 - 2018/5/1
N2 - 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 ℓ2-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.
AB - 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 ℓ2-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.
KW - Convergence
KW - High-order finite difference schemes
KW - Stability
KW - Time-dependent space-fractional diffusion equation
KW - Variable diffusion coefficients
UR - http://www.scopus.com/inward/record.url?scp=85031924887&partnerID=8YFLogxK
U2 - 10.1007/s10915-017-0581-x
DO - 10.1007/s10915-017-0581-x
M3 - Journal article
AN - SCOPUS:85031924887
SN - 0885-7474
VL - 75
SP - 1102
EP - 1127
JO - Journal of Scientific Computing
JF - Journal of Scientific Computing
IS - 2
ER -