A finite difference method for fractional partial differential equation

DOI10.1016/j.amc.2009.05.018zbMath1177.65198OpenAlexW2052728710WikidataQ115361702 ScholiaQ115361702MaRDI QIDQ732384

Yang Zhang

Publication date: 9 October 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.05.018

zbMATH Keywords

stabilityconvergencenumerical exampleerror estimatesfinite difference methodpartial differential equationsfractional order partial differential equationsspace-time fractional derivative

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) 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)

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Cites Work

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• Unnamed Item
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Finite difference approximations for fractional advection-dispersion flow equations
• Finite difference methods for two-dimensional fractional dispersion equation
• Stochastic solution of space-time fractional diffusion equations
• Time- and space-fractional partial differential equations

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