Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations

Abstract

In this paper, high-order finite difference methods are proposed to solve the initial-boundary value problem for space Riesz variable-order fractional diffusion equations. Based on weighted-shifted-Grunwald-difference (WSGD) operators proposed in Lin and Liu (J. Comput. Appl. Math. 363, 77–91 (2020)) for Riemann-Liouville fractional derivatives, we derive WSGD operators for variable-order ones by using the relation between variable-order fractional derivative and (constant-order) fractional derivative. We then apply Crank-Nicolson-weighted-shifted-Grunwald-difference (CN-WSGD) schemes to the initial-boundary problem for space Riesz variable-order diffusion equations. Theoretical results on the stability and convergence of CN-WSGD schemes are presented and proved. Moreover, we derive a problem-based method to choose suitable CN-WSGD schemes, which leads to unconditioned stable linear systems with optimal upper bound for accuracy. Numerical results show that the proposed schemes are very efficient.