A weighted average finite difference method for the fractional convection-diffusion equation (Q2248409)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A weighted average finite difference method for the fractional convection-diffusion equation |
scientific article |
Statements
A weighted average finite difference method for the fractional convection-diffusion equation (English)
0 references
26 June 2014
0 references
Summary: A weighted average finite difference method for solving the two-sided space-fractional convection-diffusion equation is given, which is an extension of the weighted average method for ordinary convection-diffusion equations. Stability, consistency, and convergence of the new method are analyzed. A simple and accurate stability criterion valid for this method, arbitrary weighted factor, and arbitrary fractional derivative is given. Some numerical examples with known exact solutions are provided.
0 references
0 references
0 references
0 references
0 references