A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich's difference ones, which greatly improve the convergence orders and stability for time-dependent problems with Riesz derivatives. In rapid sequence, we apply the 2nd-order formula to one-dimension Riesz spatial fractional partial differential equations to establish an unconditionally stable finite difference scheme with convergent order $O(τ^2+h^2)$, where $τ$ and $h$ are the temporal and spatial stepsizes, respectively. Finally, some numerical experiments are performed to confirm the theoretical results and testify the effectiveness of the derived numerical algorithms.
In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new alternating-direction implicit difference scheme (abbr. ADI) is constructed for two-dimensional Riesz space fractional nonlinear reaction-diffusion equation. Stability and convergence of the numerical method are analyzed. Numerical experiments demonstrate that the proposed method is effective.
Superconvergence Points For The Spectral Interpolation Of Riesz Fractional Derivatives
Wayne State University（韦恩州立大学）；Beijing Computational Science Research Center（北京计算科学研究中心）；Department of Mathematics, Wayne State University（韦恩州立大学数学系）；School of Mathematics, Southeast University（东南大学数学学院）
We propose a novel method to compute a finite difference stencil for Riesz derivative for artibitrary speed of convergence. This method is based on applying a pre-filter to the Grünwald-Letnikov type central difference stencil. The filter is obtained by solving for the inverse of a symmetric Vandemonde matrix and exploiting the relationship between the Taylor's series coefficients and fast Fourier transform. The filter costs O\left(N^{2}\right) operations to evaluate for O\left(h^{N}\right) of convergence, where h is the sampling distance. The higher convergence speed should more than offset t…
In this paper, we propose high-order numerical methods for the Riesz space fractional advection-dispersion equations (RSFADE) on a {f}inite domain. The RSFADE is obtained from the standard advection-dispersion equation by replacing the first-order and second-order space derivative with the Riesz fractional derivatives of order $α\in(0,1)$ and $β\in(1,2]$, respectively. Firstly, we utilize the weighted and shifted Grünwald difference operators to approximate the Riesz fractional derivative and present the {f}inite difference method for the RSFADE. Specifically, we discuss the Crank-Nicolson sch…
In this paper, we propose numerical scheme for the Riesz space fractional advection-dispersion equations with delay (RFADED). Firstly, analytical solution for RFADED in terms of the functions of Mittag-Leffler type is derived. Secondly, the fractional backward differential formulas (FBDF) method and shifted Grünwald method are introduced to the Riesz space fractional derivatives. Next, stability and convergency of these methods have been proved. Thirdly, Crank-Nicolson scheme for solving this problem is proposed. We prove that the scheme is conditionally stable and convergent with the order ac…
On $τ$-preconditioners for a quasi-compact difference scheme to Riesz fractional diffusion equations with variable coefficients
Hanshan Normal University（韩山师范学院）；Southwestern University of Finance and Economics（西南财经大学）；University of Insubria（因苏布里亚大学）；University of Uppsala（乌普萨拉大学）
In this work, we focus on a fractional differential equation in Riesz form discretized by a polynomial B-spline collocation method. For an arbitrary polynomial degree $p$, we show that the resulting coefficient matrices possess a Toeplitz-like structure. We investigate their spectral properties via their symbol and we prove that, like for second order differential problems, also in this case the given matrices are ill-conditioned both in the low and high frequencies for large $p$. More precisely, in the fractional scenario the symbol has a single zero at $0$ of order $α$, with $α$ the fraction…
The method of constructing trigonometric Hermite splines, which interpolate the values of some periodic function and its derivatives in the nodes of a uniform grid, is considered. The proposed method is based on the periodicity properties of trigonometric functions and is reduced to solving only systems of linear algebraic equations of the second order; solutions of these systems can be obtained in advance. When implementing this method, it is necessary to calculate the coefficients of interpolation trigonometric polynomials that interpolate the values of the function itself and the values of …
Adaptive Finite Element Method for fractional differential equations using Hierarchical Matrices
Beijing Computational Science Research Center（北京计算科学研究中心）；Southeast University（东南大学）；Tufts University（塔夫茨大学）；University of North Carolina at Charlotte（北卡罗来纳大学夏洛特分校）；Brown University（布朗大学）
Zeta expansion for long-range interactions under periodic boundary conditions with applications to micromagnetics
Saarland University（萨尔兰大学）；ETH Zürich（苏黎世联邦理工学院）；German Aerospace Center (DLR)（德国航空航天中心）；Eindhoven University of Technology（埃因霍温理工大学）；Uppsala University（乌普萨拉大学）
