A characteristic difference method for the transient fractional convection-diffusion equations
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consistencyconvergencestabilitynumerical experimentsfinite difference methodsfractional convection-diffusion equationscharacteristic methodsshifted Gruenwald-Letnikov formula
Initial-boundary value problems for second-order parabolic equations (35K20) Fractional partial differential equations (35R11) 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 aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)
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Cites work
- scientific article; zbMATH DE number 3667100 (Why is no real title available?)
- scientific article; zbMATH DE number 3696612 (Why is no real title available?)
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- scientific article; zbMATH DE number 3215568 (Why is no real title available?)
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- Applications of fractional calculus in physics
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- Finite difference approximations for the fractional Fokker-Planck equation
- Finite difference approximations for the fractional advection-diffusion equation
- Finite difference approximations for two-sided space-fractional partial differential equations
- Finite difference methods for fractional dispersion equations
- Finite difference methods for two-dimensional fractional dispersion equation
- Finite difference/spectral approximations for the time-fractional diffusion equation
- Finite element method for the space and time fractional Fokker-Planck equation
- Fractals and fractional calculus in continuum mechanics
- Matrix approach to discrete fractional calculus. II: Partial fractional differential equations
- Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation
- Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures
- Numerical methods for fractional partial differential equations with Riesz space fractional derivatives
- Numerical methods for the variable-order fractional advection-diffusion equation with a nonlinear source term
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- Waiting-times and returns in high-frequency financial data: An empirical study
Cited in
(22)- A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation
- Preconditioned iterative methods for fractional diffusion equation
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
- A weighted average finite difference method for the fractional convection-diffusion equation
- A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
- Analysis of mixed finite element method (MFEM) for solving the generalized fractional reaction-diffusion equation on nonrectangular domains
- Numerical analysis of a new space-time variable fractional order advection-dispersion equation
- Solution of the fractional Black-Scholes option pricing model by finite difference method
- Higher order finite difference method for the reaction and anomalous-diffusion equation
- Finite element algorithm based on high-order time approximation for time fractional convection-diffusion equation
- The dual reciprocity boundary elements method for the linear and nonlinear two-dimensional time-fractional partial differential equations
- A new Grünwald-Letnikov derivative derived from a second-order scheme
- The characteristic difference DDM for solving the time-fractional order convection-diffusion equations
- Numerical solutions to initial and boundary value problems for linear fractional partial differential equations
- An explicit high order method for fractional advection diffusion equations
- New group iterative schemes in the numerical solution of the two-dimensional time fractional advection-diffusion equation
- A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
- Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation
- A characteristic difference method for the variable-order fractional advection-diffusion equation
- An efficient conservative splitting characteristic difference method for solving 2-d space-fractional advection-diffusion equations
- A new GPU-based corrected explicit-implicit domain decomposition scheme for convection-dominated diffusion problems
- Second-order approximation scheme combined with \(H^1\)-Galerkin MFE method for nonlinear time fractional convection-diffusion equation
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