High order schemes for the tempered fractional diffusion equations (Q295372): Difference between revisions

The authors study the tempered fractional diffusion equations. The high-order schemes for this system are designed by using Crank-Nicolson discretization in time, the tempered fractional calculus and the Grunwald type difference in space. The stability and convergence of the new derived numerical methods are presented.

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zbMATH Keywords

tempered fractional diffusion equation

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tempered Grunwald difference

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Crank-Nicolson discretization

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MaRDI profile type

MaRDI publication profile

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cites work

Tempered stable Lévy motion and transient super-diffusion

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Decomposition of an Integral Operator by Use of Mikusiński Calculus

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On distributions of functionals of anomalous diffusion paths

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Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative

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Numerical algorithms for the forward and backward fractional Feynman-Kac equations

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Classroom Note:Calculation of Weights in Finite Difference Formulas

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Q5689624

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The fractional calculus. Theory and applications of differentiation and integration to arbitrary order

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Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

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Q3141895

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Q4115628

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Numerical methods for the solution of partial differential equations of fractional order.

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Numerical solution of the space fractional Fokker-Planck equation.

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A comparison of numerical solutions of fractional diffusion models in finance

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The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

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Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

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Finite difference approximations for fractional advection-dispersion flow equations

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Stochastic models for fractional calculus

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Riesz potential operators and inverses via fractional centred derivatives

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Multigrid method for fractional diffusion equations

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Q3410604

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A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative

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A class of second order difference approximations for solving space fractional diffusion equations

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Q4947421

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A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations

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A series of high-order quasi-compact schemes for space fractional diffusion equations based on the superconvergent approximations for fractional derivatives

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Identifiers

zbMATH Open document ID

1347.65136

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DOI

10.1007/s10444-015-9434-z

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:295372

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@@ Property / OpenAlex ID: W2118072570 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0064
@@ Property / arXiv ID: 1402.0064 / rank @@
+Normal rank
@@ Property / cites work @@
+Tempered stable Lévy motion and transient super-diffusion
+Normal rank
@@ Property / cites work @@
+Decomposition of an Integral Operator by Use of Mikusiński Calculus
+Normal rank
@@ Property / cites work @@
+On distributions of functionals of anomalous diffusion paths
+Normal rank
@@ Property / cites work @@
+Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative
+Normal rank
@@ Property / cites work @@
+Numerical algorithms for the forward and backward fractional Feynman-Kac equations
+Normal rank
@@ Property / cites work @@
+Classroom Note:Calculation of Weights in Finite Difference Formulas
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
+Normal rank
@@ Property / cites work @@
+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4115628
@@ Property / cites work: Q4115628 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for the solution of partial differential equations of fractional order.
+Normal rank
@@ Property / cites work @@
+Numerical solution of the space fractional Fokker-Planck equation.
+Normal rank
@@ Property / cites work @@
+A comparison of numerical solutions of fractional diffusion models in finance
+Normal rank
@@ Property / cites work @@
+The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
+Normal rank
@@ Property / cites work @@
+Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
+Normal rank
@@ Property / cites work @@
+Finite difference approximations for fractional advection-dispersion flow equations
+Normal rank
@@ Property / cites work @@
+Stochastic models for fractional calculus
@@ Property / cites work: Stochastic models for fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Riesz potential operators and inverses via fractional centred derivatives
+Normal rank
@@ Property / cites work @@
+Multigrid method for fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+Q3410604
@@ Property / cites work: Q3410604 / rank @@
+Normal rank
@@ Property / cites work @@
+A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
+Normal rank
@@ Property / cites work @@
+A class of second order difference approximations for solving space fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+Q4947421
@@ Property / cites work: Q4947421 / rank @@
+Normal rank
@@ Property / cites work @@
+A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+A series of high-order quasi-compact schemes for space fractional diffusion equations based on the superconvergent approximations for fractional derivatives
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:295372