WSLD operators II: the new fourth order difference approximations for space Riemann-Liouville derivative

Abstract

High order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but for fractional operators the stencils for high order schemes and low order ones are the same. Then using high order schemes to solve fractional equations leads to almost the same computational cost with first order schemes but the accuracy is greatly improved. Using the fractional linear multistep methods, Lubich obtains the $\nu$-th order ($\nu \le 6$) approximations of the $\alpha$-th derivative ($\alpha >0$) or integral ($\alpha <0)[Lubich,SIAMJ.Math.Anal.,17,704-719,1986],becauseofthestabilityissuetheobtainedschemecannotbedirectlyappliedtothespacefractionaloperatorwith$α\in(1,2)$ for time dependent problem. By weighting and shifting Lubich's 2nd order discretization scheme, in [Chen & Deng, arXiv:1304.7425] we derive a series of effective high order discretizations for space fractional derivative, called WSLD opeartors there. As the sequel of the previous work, we further provide new high order schemes for space fractional derivatives by weighting and shifting Lubich's 3rd and 4th order discretizations. In particular, we prove that the obtained 4th order approximations are effective for space fractional derivatives. And the corresponding schemes are used to solve the space fractional diffusion equation with variable coefficients.

22 pages, 2 figures

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