On a second order scheme for space fractional diffusion equations with variable coefficients
Numerical Analysis
2017-08-18 v5
Abstract
We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by further study on the generating function of the discretization matrix, second order convergence of the scheme is proved for diffusion coefficients satisfying a certain condition but are not necessary to be proportional. The theoretical results are justified by numerical tests.
Cite
@article{arxiv.1608.07930,
title = {On a second order scheme for space fractional diffusion equations with variable coefficients},
author = {Seakweng Vong and Pin Lyu},
journal= {arXiv preprint arXiv:1608.07930},
year = {2017}
}