Higher-order approximations for space-fractional diffusion equation
DOI:
https://doi.org/10.33993/jnaat532-1501Keywords:
Fractional derivatives, Grünwald approximation, Unified explicit form, Space Fractional diffusion equationAbstract
Second-order and third-order finite difference approximations for fractional derivatives are derived from a recently proposed unified explicit form. The Crank-Nicholson schemes based on these approximations are applied to discretize the space-fractional diffusion equation. We theoretically analyse the convergence and stability of the Crank-Nicholson schemes, proving that they are unconditionally stable. These schemes exhibit unconditional stability and convergence for fractional derivatives of order in the range . Numerical examples further confirm the convergence order and unconditional stability of the approximations, demonstrating their effectiveness in practice.
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