High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II.
Publication:1726460
DOI10.1016/j.aml.2018.06.037zbMath1407.65100OpenAlexW2850991376WikidataQ129545953 ScholiaQ129545953MaRDI QIDQ1726460
Publication date: 20 February 2019
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2018.06.037
normalized Riemann-Liouville tempered derivativenumerical approximation formulastability and convergent
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) Fractional partial differential equations (35R11)
Related Items (6)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- High order schemes for the tempered fractional diffusion equations
- Tempered fractional calculus
- Numerical schemes of the time tempered fractional Feynman-Kac equation
- Tempered stable Lévy motion and transient super-diffusion
- Numerical algorithms for the time-space tempered fractional Fokker-Planck equation
- Well-posedness and numerical approximation of tempered fractional terminal value problems
- High-order numerical algorithms for Riesz derivatives via constructing new generating functions
- High-order quasi-compact difference schemes for fractional diffusion equations
- A finite difference/finite element technique with error estimate for space fractional tempered diffusion-wave equation
- Finite element method for a symmetric tempered fractional diffusion equation
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
- High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (I)
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
This page was built for publication: High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II.