High Order Algorithms for the Fractional Substantial Diffusion Equation with Truncated Lévy Flights

DOI10.1137/14097207XzbMath1317.65198arXiv1406.1868OpenAlexW2121533457MaRDI QIDQ5254476

Weihua Deng, Minghua Chen

Publication date: 9 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.1868

zbMATH Keywords

convergencemultigrid methoderror estimatenumerical stabilitynumerical experimentrandom walkhigh-order algorithmtruncated Lévy flightsinverse discrete Fourier transformfractional substantial diffusion equation

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) Numerical methods for discrete and fast Fourier transforms (65T50) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Fractional partial differential equations (35R11)

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Uses Software

• FODE
• splib

Cites Work

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