A Series of High Order Quasi-Compact Schemes for Space Fractional Diffusion Equations Based on the Superconvergent Approximations for Fractional Derivatives

Abstract

Based on the superconvergent approximation at some point (depending on the fractional order $\alpha$, but not belonging to the mesh points) for Grünwald discretization to fractional derivative, we develop a series of high order quasi-compact schemes for space fractional diffusion equations. Because of the quasi-compactness of the derived schemes, no points beyond the domain are used for all the high order schemes including second order, third order, fourth order, and even higher order schemes; moreover, the algebraic equations for all the high order schemes have the completely same matrix structure. The stability and convergence analysis for some typical schemes are made; the techniques of treating the nonhomogeneous boundary conditions are introduced; and extensive numerical experiments are performed to confirm the theoretical analysis or verify the convergence orders.

arXiv comment39 pages, 2 figures

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• High Order Finite Difference Methods on Non-uniform Meshes for Space Fractional Operators
• A general explicit form for higher order approximations for fractional derivatives and its consequences
• On a second order scheme for space fractional diffusion equations with variable coefficients