Abstract:
In this work, the solution of Riesz space fractional partial differential equations of parabolic type is considered. Since fractional-in-space operators have been applied to model anomalous diffusion or dispersion problems in the area of mathematical physics with success, we are motivated in this paper to model the standard Brownian motion with the fractional order operator in the sense of the Riesz derivative. We formulate two viable, efficient and reliable high-order approximation schemes for the Riesz derivative which incorporated both the left- and right-hand sides of the Riemann-Liouville derivatives. The proposed methods are analyzed for both stability and convergence. Finally, the methods are used to explore the dynamic richness of pattern formation in two important fractional reaction-diffusion equations that are still of recurring interest. Experimental results for different values of the fractional parameters are reported.
