An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations
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Publication:4653937
DOI10.1137/030602666zbMath1119.65379arXivcs/0311011MaRDI QIDQ4653937
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
numerical examples; finite difference methods; parabolic integro-differential equations; fractional diffusion equation; Grünwald-Letnikov discretization; von Neumann stability analysis; forward time centered space method
26A33: Fractional derivatives and integrals
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
35K15: Initial value problems for second-order parabolic equations
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