A second-order accurate numerical method for the two-dimensional fractional diffusion equation
ADI methodalgorithmalternating directions implicit methodCrank-Nicolson methodextrapolationGrünwald formulaspace-fractional diffusion equation
Nonlinear parabolic equations (35K55) Integro-partial differential equations (45K05) 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 integral equations (65R20)
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