An Efficient Second-Order Convergent Scheme for One-Side Space Fractional Diffusion Equations with Variable Coefficients
Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong
Communications on Applied Mathematics and Computation ›› 2020, Vol. 2 ›› Issue (2) : 215 -239.
An Efficient Second-Order Convergent Scheme for One-Side Space Fractional Diffusion Equations with Variable Coefficients
In this paper, a second-order finite-difference scheme is investigated for time-dependent space fractional diffusion equations with variable coefficients. In the presented scheme, the Crank–Nicolson temporal discretization and a second-order weighted-and-shifted Grünwald–Letnikov spatial discretization are employed. Theoretically, the unconditional stability and the second-order convergence in time and space of the proposed scheme are established under some conditions on the variable coefficients. Moreover, a Toeplitz preconditioner is proposed for linear systems arising from the proposed scheme. The condition number of the preconditioned matrix is proven to be bounded by a constant independent of the discretization step-sizes, so that the Krylov subspace solver for the preconditioned linear systems converges linearly. Numerical results are reported to show the convergence rate and the efficiency of the proposed scheme.
HKRGC GRF(12200317)
HKRGC GRF(12302715)
University of Macau(MYRG2018-00015-FST)
FDCT of Macao(0118/2018/A3)
Macao Science and Technology Development Fund(0005/2019/A)
University of Macau(MYRG2017-00098-FST)
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