A note on the stability of a second order finite difference scheme for space fractional  diffusion equations

Wei Qu; Siu-Long Lei; Seak-Weng Vong

doi:10.3934/naco.2014.4.317

Article Contents

2014, Volume 4, Issue 4: 317-325. Doi: 10.3934/naco.2014.4.317

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A note on the stability of a second order finite difference scheme for space fractional diffusion equations

1.
Department of Mathematics, University of Macau, Macau
2.
Department of Mathematics, Faculty of Science and Technology, University of Macau, Taipa, Macau

Received: August 2013

Revised: October 2014

Published: December 2014

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Abstract

The unconditional stability of a second order finite difference scheme for space fractional diffusion equations is proved theoretically for a class of variable diffusion coefficients. In particular, the scheme is unconditionally stable for all one-sided problems and problems with Riesz fractional derivative. For problems with general smooth diffusion coefficients, numerical experiments show that the scheme is still stable if the space step is small enough.

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Mathematics Subject Classification: 26A33, 65L12, 65L20, 65F10, 65T50.

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