Suppose that the function $f$ is analytic in the open unit disk $\unicode[STIX]{x1D6E5}$ in the complex plane. For each $\unicode[STIX]{x1D6FC}>0$ a function $f^{[\unicode[STIX]{x1D6FC}]}$ is defined as the Hadamard product of $f$ with a certain power function. The function $f^{[\unicode[STIX]{x1D6FC}]}$ compares with the fractional derivative of $f$ of order $\unicode[STIX]{x1D6FC}$. Suppose that $f^{[\unicode[STIX]{x1D6FC}]}$ has a limit at some point $z_{0}$ on the boundary of $\unicode[STIX]{x1D6E5}$. Then $w_{0}=\lim _{z\rightarrow z_{0}}f(z)$ exists. Suppose that $\unicode[STIX]{x1D6F7}$ is analytic in $f(\unicode[STIX]{x1D6E5})$ and at $w_{0}$. We show that if $g=\unicode[STIX]{x1D6F7}(f)$ then $g^{[\unicode[STIX]{x1D6FC}]}$ has a limit at $z_{0}$.

High order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but for fractional operators the stencils for high order schemes and low order ones are the same. Then using high order schemes to solve fractional equations leads to almost the same computational cost with first order schemes but the accuracy is greatly improved. Using the fractional linear multistep methods, Lubich obtains the v-th order (v < 6) approximations of the α-th derivative (α > 0) or integral (α < 0) [Lubich, SIAM J. Math. Anal., 17, 704-719, 1986], because of the stability issue the obtained scheme can not be directly applied to the space fractional operator with α Є (1,2) for time dependent problem. By weighting and shifting Lubich’s 2nd order discretization scheme, in [Chen & Deng, SINUM, arXiv:1304.7425] we derive a series of effective high order discretizations for space fractional derivative, called WSLD operators there. As the sequel of the previous work, we further provide new high order schemes for space fractional derivatives by weighting and shifting Lubich’s 3rd and 4th order discretizations. In particular, we prove that the obtained 4th order approximations are effective for space fractional derivatives. And the corresponding schemes are used to solve the space fractional diffusion equation with variable coefficients.

We consider the development and analysis of local discontinuous Galerkin methods forfractional diffusion problems in one space dimension, characterized by having fractionalderivatives, parameterized by β ∈[1, 2]. After demonstrating that aclassic approach fails to deliver optimal order of convergence, we introduce a modifiedlocal numerical flux which exhibits optimal order of convergence 𝒪(hk + 1) uniformly across the continuous range between pureadvection (β = 1) and pure diffusion (β = 2). In the twoclassic limits, known schemes are recovered. We discuss stability and present an erroranalysis for the space semi-discretized scheme, which is supported through a fewexamples.

A Riesz space-fractional reaction–dispersion equation (RSFRDE) is obtained from the classical reaction–dispersion equation (RDE) by replacing the second-order space derivative with a Riesz derivative of order β∈(1,2]. In this paper, using Laplace and Fourier transforms, we obtain the fundamental solution for a RSFRDE. We propose an explicit finite-difference approximation for a RSFRDE in a bounded spatial domain, and analyse its stability and convergence. Some numerical examples are presented.

We consider fractional derivatives of characteristic functions. We use these fractional derivatives for the formulation of new conditions for the existence of non-integer moments. We also compare the known conditions for the existence of moments of arbitrary random variables with our new conditions. As a consequence many conditions can be written in a unified terminology.