Based on the superconvergent approximation at some point (depending on the fractional order α, but not belonging to the mesh points) for Grünwald discretization to fractional derivative, we develop a series of high-order quasi-compact schemes for space fractional diffusion equations. Because of the quasi-compactness of the derived schemes, no points beyond the domain are used for all the high-order schemes including second-order, third-order, fourth-order, and even higher-order schemes; moreover, the algebraic equations for all the high-order schemes have the completely same matrix structure. The stability and convergence analysis for some typical schemes are made; the techniques of treating the fractional derivatives with nonhomogeneous boundaries are introduced; and extensive numerical experiments are performed to confirm the theoretical analysis or verify the convergence orders.
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Zhao et al. (2014) studied this question.
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