arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2003.13923math.NAcs.NA
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Riesz空间分数阶对流-弥散方程的高阶数值方法

High-order numerical methods for the Riesz space fractional advection-dispersion equations

Libo Feng, Pinghui Zhuang, Fawang Liu, Ian Turner, Jing Li

摘要:

本文提出了有限域上Riesz空间分数阶对流-弥散方程的高阶数值方法。通过分别用$α\in(0,1)$和$β\in(1,2]$阶的Riesz分数阶导数替换一阶和二阶空间导数,从标准对流弥散方程获得RSFADE。首先,利用加权移位Grünwald差分算子逼近Riesz分数阶导数,给出了求解RSFADE的{f}有限差分法.具体地,我们讨论了Crank-Nicolson计划,并解决它的矩阵形式。其次,我们证明了该格式是无条件稳定的,并以$\mathcal {O}(τ^2+h^2)$的精度收敛。第三,我们使用Richardson外推法(REM)来提高收敛阶,使其可以达到$\mathcal {O}(τ^4+h^4)$。最后通过数值算例验证了该数值方法的有效性,并与理论分析结果进行了比较。

英文摘要:

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 scheme and solve it in matrix form. Secondly, we prove that the scheme is unconditionally stable and convergent with the accuracy of $\mathcal {O}(τ^2+h^2)$. Thirdly, we use the Richardson extrapolation method (REM) to improve the convergence order which can be $\mathcal {O}(τ^4+h^4)$. Finally, some numerical examples are given to show the effectiveness of the numerical method, and the results are excellent with the theoretical analysis.

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