A characteristic difference method for the transient fractional convection-diffusion equations (Q548337)

The authors present a new characteristic finite difference method for solving the two-sided space-fractional convection-diffusion equation. The method is a combination of characteristic methods and fractional finite difference methods. They discuss the stability, consistency and convergence of the new method, and give numerical experiments to compare it with other known methods. The results in the paper show that the new method is especially efficient and superior for the high-dimensional convection-dominated diffusion equations.