An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations

DOI10.1137/030602666zbMath1119.65379arXivcs/0311011OpenAlexW1977696410MaRDI QIDQ4653937

Santos B. Yuste, Luis Acedo

Publication date: 1 March 2005

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cs/0311011

zbMATH Keywords

numerical examplesfinite difference methodsparabolic integro-differential equationsfractional diffusion equationGrünwald-Letnikov discretizationvon Neumann stability analysisforward time centered space method

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Initial value problems for second-order parabolic equations (35K15)

Related Items (only showing first 100 items - show all)

A low-dimensional compact finite difference method on graded meshes for time-fractional diffusion equations ⋮ Finite difference scheme with spatial fourth-order accuracy for a class of time fractional parabolic equations with variable coefficient ⋮ Numerical solution of fractional diffusion-wave equation based on fractional multistep method ⋮ Numerical simulation for the three-dimension fractional sub-diffusion equation ⋮ Higher order finite difference method for the reaction and anomalous-diffusion equation ⋮ Efficient numerical schemes for fractional sub-diffusion equation with the spatially variable coefficient ⋮ Galerkin finite element method and error analysis for the fractional cable equation ⋮ Finite difference approximations for the fractional Fokker-Planck equation ⋮ Heat conduction modeling by using fractional-order derivatives ⋮ A center box method for radially symmetric solution of fractional subdiffusion equation ⋮ A time-spectral algorithm for fractional wave problems ⋮ Analytical solution for the time fractional BBM-Burger equation by using modified residual power series method ⋮ A new reliable algorithm based on the sinc function for the time fractional diffusion equation ⋮ Stability and convergence analysis of a variable order replicator-mutator process in a moving medium ⋮ Bifurcation and chaos in integer and fractional order two-degree-of-freedom shape memory alloy oscillators ⋮ A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations ⋮ Analysis of a meshless method for the time fractional diffusion-wave equation ⋮ A modified compact ADI method and its extrapolation for two-dimensional fractional subdiffusion equations ⋮ Error analysis of a high-order compact ADI method for two-dimensional fractional convection-subdiffusion equations ⋮ On the solution of an acoustic wave equation with variable-order derivative loss operator ⋮ An implicit RBF meshless approach for solving the time fractional nonlinear sine-Gordon and Klein-Gordon equations ⋮ Analysis of two methods based on Galerkin weak form for fractional diffusion-wave: meshless interpolating element free Galerkin (IEFG) and finite element methods ⋮ Stable multi-domain spectral penalty methods for fractional partial differential equations ⋮ An unconditionally stable compact ADI method for three-dimensional time-fractional convection-diffusion equation ⋮ Compact difference schemes for the modified anomalous fractional sub-diffusion equation and the fractional diffusion-wave equation ⋮ Stability and convergence of finite difference schemes for a class of time-fractional sub-diffusion equations based on certain superconvergence ⋮ Tempered fractional calculus ⋮ A discrete time random walk model for anomalous diffusion ⋮ On the stability and convergence of the time-fractional variable order telegraph equation ⋮ Efficient computation of the Grünwald-Letnikov fractional diffusion derivative using adaptive time step memory ⋮ A second-order accurate numerical method for the two-dimensional fractional diffusion equation ⋮ Fractional heat conduction models and thermal diffusivity determination ⋮ A new Grünwald-Letnikov derivative derived from a second-order scheme ⋮ A numerical solution to fractional diffusion equation for force-free case ⋮ High-order compact difference methods for Caputo-type variable coefficient fractional sub-diffusion equations in conservative form ⋮ Unconditional convergence in maximum-norm of a second-order linearized scheme for a time-fractional Burgers-type equation ⋮ Stability and convergence of a time-fractional variable order Hantush equation for a deformable aquifer ⋮ Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term ⋮ Solving time-fractional advection-dispersion equation by variable weights particle tracking method ⋮ A second-order compact difference scheme for the fourth-order fractional sub-diffusion equation ⋮ A compact difference scheme for the fractional diffusion-wave equation ⋮ Convergence of the Grünwald-Letnikov scheme for time-fractional diffusion ⋮ A high-order compact finite difference scheme for the fractional sub-diffusion equation ⋮ A hybridizable discontinuous Galerkin method for fractional diffusion problems ⋮ Approximating the Basset force by optimizing the method of van Hinsberg et al. ⋮ The temporal second order difference schemes based on the interpolation approximation for solving the time multi-term and distributed-order fractional sub-diffusion equations ⋮ A compact finite difference scheme for the fractional sub-diffusion equations ⋮ Mixed spline function method for reaction-subdiffusion equations ⋮ A compact finite difference method for a class of time fractional convection-diffusion-wave equations with variable coefficients ⋮ Discrete maximal regularity of time-stepping schemes for fractional evolution equations ⋮ Stability and convergence of the space fractional variable-order Schrödinger equation ⋮ Piecewise-linear, discontinuous Galerkin method for a fractional diffusion equation ⋮ Compact alternating direction implicit method for two-dimensional time fractional diffusion equation ⋮ A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions ⋮ Analysis of the spectral meshless radial point interpolation for solving fractional reaction-subdiffusion equation ⋮ Boundary conditions for fractional diffusion ⋮ Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation ⋮ A higher order numerical method for time fractional partial differential equations with nonsmooth data ⋮ A compact finite difference method for solving a class of time fractional convection-subdiffusion equations ⋮ Representation of exact solution for the time-fractional telegraph equation in the reproducing kernel space ⋮ High-order numerical algorithms for Riesz derivatives via constructing new generating functions ⋮ High-order numerical methods for solving time fractional partial differential equations ⋮ Finite element approximation for a modified anomalous subdiffusion equation ⋮ Numerical approximation of distributed order reaction-diffusion equations ⋮ Error analysis of a compact ADI scheme for the 2D fractional subdiffusion equation ⋮ Numerical approximation of nonlinear fractional differential equations with subdiffusion and superdiffusion ⋮ Numerical approximations for fractional diffusion equations via splines ⋮ Numerical analysis and physical simulations for the time fractional radial diffusion equation ⋮ Stability and convergence of modified Du Fort-Frankel schemes for solving time-fractional subdiffusion equations ⋮ Integrablization of time fractional PDEs ⋮ A stable three-level explicit spline finite difference scheme for a class of nonlinear time variable order fractional partial differential equations ⋮ Element free Galerkin approach based on the reproducing kernel particle method for solving 2D fractional Tricomi-type equation with Robin boundary condition ⋮ A modified memory-based mathematical model describing fluid flow in porous media ⋮ Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations ⋮ The high-order compact numerical algorithms for the two-dimensional fractional sub-diffusion equation ⋮ Efficient and stable numerical methods for the two-dimensional fractional Cattaneo equation ⋮ Quadratic spline collocation method for the time fractional subdiffusion equation ⋮ A compact locally one-dimensional method for fractional diffusion-wave equations ⋮ The error analysis of Crank-Nicolson-type difference scheme for fractional subdiffusion equation with spatially variable coefficient ⋮ Reduced-order finite element method based on POD for fractional Tricomi-type equation ⋮ A finite difference method for an anomalous sub-diffusion equation, theory and applications ⋮ On Riemann-Liouville and Caputo derivatives ⋮ Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation ⋮ Numerical solution via Laplace transforms of a fractional order evolution equation ⋮ A box-type scheme for fractional sub-diffusion equation with Neumann boundary conditions ⋮ Implicit numerical approximation scheme for the fractional Fokker-Planck equation ⋮ Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation ⋮ From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations ⋮ Efficient implementation to numerically solve the nonlinear time fractional parabolic problems on unbounded spatial domain ⋮ Compact finite difference method for the fractional diffusion equation ⋮ Implicit finite difference approximation for time fractional diffusion equations ⋮ Explicit methods for fractional differential equations and their stability properties ⋮ Finite difference approximations for a fractional advection diffusion problem ⋮ An explicit numerical method for the fractional cable equation ⋮ A numerical approximation method for solving a three-dimensional space Galilei invariant fractional advection-diffusion equation ⋮ Exponential sum approximation for Mittag-Leffler function and its application to fractional Zener wave equation ⋮ An efficient meshless computational technique to simulate nonlinear anomalous reaction-diffusion process in two-dimensional space ⋮ The boundary element method applied to the solution of the diffusion-wave problem ⋮ Numerical solution of time fractional Tricomi-type equation by an RBF based meshless method ⋮ A compact difference scheme for fractional sub-diffusion equations with the spatially variable coefficient under Neumann boundary conditions

This page was built for publication: An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations