Fourth-order compact difference schemes for the Riemann-Liouville and Riesz derivatives (Q1724356)

Summary: We propose two new compact difference schemes for numerical approximation of the Riemann-Liouville and Riesz derivatives, respectively. It is shown that these formulas have fourth-order convergence order by means of the Fourier transform method. Finally, some numerical examples are implemented to testify the efficiency of the numerical schemes and confirm the convergence orders.