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An Efficient Second-Order Convergent Scheme for One-Side Space Fractional Diffusion Equations with Variable Coefficients

查看全文 作  者:Xue-lei [1]Lin;Pin [2]Lyu;Michael [3]KNg;Hai-Wei [4]Sun;Seakweng [4]Vong 高影响力作者 机构地区:[1]Department of Mathematics,Hong Kong Baptist University,Hong Kong,China;[2]School of Economic Mathematics,Southwestern University of Finance and Economics,Chengdu 611130,China;[3]Department of Mathematics,The University of Hong Kong,Hong Kong,China;[4]Department of Mathematics,University of Macao,Macao,China高影响力机构 出  处:《Communications on Applied Mathematics and Computation》索引2020年第2卷第2期,共25页高影响力期刊 基  金:This research was supported by research Grants,12306616,12200317,12300519,12300218 from HKRGC GRF,11801479 from NSFC,MYRG2018-00015-FST from University of Macao,and 0118/2018/A3 from FDCT of Macao,Macao Science and Technology Development Fund 0005/2019/A,050/2017/A;the Grant MYRG2017-00098-FST and MYRG2018-00047-FST from University of Macao.S。 摘  要:In this paper,a second-order fnite-diference scheme is investigated for time-dependent space fractional difusion equations with variable coefcients.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 coefcients.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 efciency of the proposed scheme. 关 键 词:One-side space fractional difusion equation Variable difusion coefcients Stability and convergence High-order fnite-diference scheme PRECONDITIONER
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