High-Order Numerical Algorithms for Riesz Derivatives via Constructing New Generating Functions

A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich’s difference ones, which greatly improve the convergence orders and stability for time-dependent problems with Riesz derivatives. In rapid sequence, we apply the 2nd-order formula to one-dimension Riesz spatial fractional partial differential equations to establish an unconditionally stable finite difference scheme with convergent order O ( τ 2 + h 2 ) , where τ and h are the temporal and spatial stepsizes, respectively. Finally, some numerical experiments are performed to confirm the theoretical results and testify the effectiveness of the derived numerical algorithms.