A series of high-order quasi-compact schemes for space fractional diffusion equations based on the superconvergent approximations for fractional derivatives

Abstract

Based on the superconvergent approximation at some point (depending on the fractional order α, but not belonging to the mesh points) for Grünwald discretization to fractional derivative, we develop a series of high-order quasi-compact schemes for space fractional diffusion equations. Because of the quasi-compactness of the derived schemes, no points beyond the domain are used for all the high-order schemes including second-order, third-order, fourth-order, and even higher-order schemes; moreover, the algebraic equations for all the high-order schemes have the completely same matrix structure. The stability and convergence analysis for some typical schemes are made; the techniques of treating the fractional derivatives with nonhomogeneous boundaries are introduced; and extensive numerical experiments are performed to confirm the theoretical analysis or verify the convergence orders. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1345–1381, 2015