A finite difference method for fractional partial differential equation
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convergencestabilityerror estimatesfinite difference methodnumerical examplepartial differential equationsfractional order partial differential equationsspace-time fractional derivative
Integro-partial differential equations (45K05) Numerical methods for integral equations (65R20) Fractional derivatives and integrals (26A33) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
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