Fractional centered difference schemes and banded preconditioners for nonlinear Riesz space variable-order fractional diffusion equations

In this paper, high-order finite difference methods are proposed to solve the initial-boundary value problem for one- and two-dimensional Riesz space variable-order fractional diffusion equations. We first introduce fractional centered difference (FCD) and weighted and shifted fractional centered difference (WSFCD) schemes for Riesz space variable-order fractional derivatives. Then the Crank-Nicolson (CN) scheme and the linearly implicit conservative (LIC) difference scheme are applied to discretize the time derivative in linear and nonlinear problems, respectively. Thus, we get CN-FCD and CN-WSFCD schemes, and LIC-FCD and LIC-WSFCD schemes, respectively. Theoretical results about the stability and convergence for the above-mentioned schemes are presented and proved. Banded preconditioners are introduced to speed up GMRES methods for solving the discretization linear systems. The spectral property of the preconditioned matrix is analyzed. Numerical results show that the proposed schemes and preconditioners are very efficient.