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

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Publication:422997

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DOI10.1016/j.jcp.2011.11.008zbMath1242.65157OpenAlexW2055148154MaRDI QIDQ422997

Melda Duman, Cem Çelik

Publication date: 18 May 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2011.11.008

zbMATH Keywords

stability convergence numerical results finite difference method error bound Crank-Nicolson method fractional diffusion equation fractional centered difference Riesz fractional derivative operator

Mathematics Subject Classification ID

Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Fractional partial differential equations (35R11)

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