Abstract

The unconditional stability of a second order finitedifference scheme for space fractional diffusion equations is provedtheoretically for a class of variable diffusion coefficients. Inparticular, the scheme is unconditionally stable for all one-sidedproblems and problems with Riesz fractional derivative. For problemswith general smooth diffusion coefficients, numerical experimentsshow that the scheme is still stable if the space step is smallenough.

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