WSLD operators: A class of fourth order difference approximations for space Riemann-Liouville derivative

TL;DR

This paper introduces a new class of fourth order difference operators, called WSLD operators, for discretizing space Riemann-Liouville derivatives, improving accuracy without increasing computational cost, and applies them to fractional diffusion equations.

Contribution

The paper derives a novel class of fourth order WSLD operators for space fractional derivatives and proves their stability and convergence in solving fractional diffusion equations.

Findings

Unconditional stability of the schemes is theoretically proven.

The schemes achieve a global truncation error of order b5 au^2 + h^4.

Numerical experiments verify the high accuracy and stability of the proposed methods.

Abstract

Because of the nonlocal properties of fractional operators, higher order schemes play more important role in discretizing fractional derivatives than classical ones. The striking feature is that higher order schemes of fractional derivatives can keep the same computation cost with first-order schemes but greatly improve the accuracy. Nowadays, there are already two types of second order discretization schemes for space fractional derivatives: the first type is given and discussed in [Sousa & Li, arXiv:1109.2345; Chen & Deng, arXiv:1304.3788; Chen et al., Appl. Numer. Math., 70, 22-41]; and the second type is a class of schemes presented in [Tian et al., arXiv:1201.5949]. The core object of this paper is to derive a class of fourth order approximations, called the weighted and shifted Lubich difference (WSLD) operators, for space fractional derivatives. Then we use the derived schemes to solve the space fractional diffusion equation with variable coefficients in one-dimensional and two-dimensional cases. And the unconditional stability and the convergence with the global truncation error $\mathcal{O}(\tau^2+h^4)$ are theoretically proved and numerically verified.