Implicit finite difference approximation for time fractional diffusion equations

DOI10.1016/J.CAMWA.2008.02.015zbMATH Open1155.65372OpenAlexW1966258563MaRDI QIDQ1004783FDOQ1004783

Authors: D. A. Murio 

Publication date: 12 March 2009

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.02.015

Recommendations

• Implicit difference approximation for the time fractional diffusion equation
• Analysis of an implicit finite difference scheme for time fractional diffusion equation
• scientific article; zbMATH DE number 6401743
• Higher order Diethelm method for the time fractional diffusion equation
• A finite element approximation for a class of Caputo time-fractional diffusion equations

zbMATH Keywords

finite difference approximationunconditional stabilityfractional differentiationimplicit methodtime fractional diffusion

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Cites Work

• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Fractals and fractional calculus in continuum mechanics
• Numerical solution of the space fractional Fokker-Planck equation.
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Finite difference approximations for fractional advection-dispersion flow equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Weighted average finite difference methods for fractional diffusion equations
• Solution for a fractional diffusion-wave equation defined in a bounded domain
• A fractional diffusion equation to describe Lévy flights

Cited In (only showing first 100 items - show all)

• Generalized Tikhonov method for the final value problem of time-fractional diffusion equation
• A backward problem for the time-fractional diffusion equation
• Two-grid finite element methods for nonlinear time fractional variable coefficient diffusion equations
• A space-time fractional phase-field model with tunable sharpness and decay behavior and its efficient numerical simulation
• A numerical technique based on B‐spline for a class of time‐fractional diffusion equation
• A mollification regularization method for unknown source in time-fractional diffusion equation
• CDS pricing with fractional Hawkes processes
• The time-fractional diffusion inverse problem subject to an extra measurement by a local discontinuous Galerkin method
• The boundary element method applied to the solution of the anomalous diffusion problem
• A new implicit compact difference scheme for the fourth-order fractional diffusion-wave system
• Parametric spline functions for the solution of the one time fractional Burgers equation
• A higher order non-polynomial spline method for fractional sub-diffusion problems
• A cubic trigonometric B-spline collocation approach for the fractional sub-diffusion equations
• Recovering the time-dependent potential function in a multi-term time-fractional diffusion equation
• Gegenbauer spectral method for time-fractional convection-diffusion equations with variable coefficients
• High accuracy analysis of an \(H^1\)-Galerkin mixed finite element method for two-dimensional time fractional diffusion equations
• Rotorcraft parameter estimation using radial basis function neural network
• The numerical analysis of two-sided space-fractional wave equation with improved moving least-square Ritz method
• The method of approximate particular solutions for the time-fractional diffusion equation with a non-local boundary condition
• Identification of time-dependent convection coefficient in a time-fractional diffusion equation
• Time-fractional diffusion equation for signal smoothing
• Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
• Reconstruction of a space-dependent source in the inexact order time-fractional diffusion equation
• Characterizing time dependent anomalous diffusion process: a survey on fractional derivative and nonlinear models
• Solution of the fractional Black-Scholes option pricing model by finite difference method
• Numerical modelling transient current in the time-of-flight experiment with time-fractional advection-diffusion equations
• Efficient modified Chebyshev differentiation matrices for fractional differential equations
• Recovery of the solute concentration and dispersion flux in an inhomogeneous time fractional diffusion equation
• A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations
• A stable numerical scheme for a time fractional inverse parabolic equation
• A weak Galerkin finite element approximation of two-dimensional sub-diffusion equation with time-fractional derivative
• High-order methods for systems of fractional ordinary differential equations and their application to time-fractional diffusion equations
• A linear finite difference scheme for generalized time fractional Burgers equation
• Fractional Pennes' bioheat equation: theoretical and numerical studies
• Recovering a time-dependent potential function in a multi-term time fractional diffusion equation by using a nonlinear condition
• A quasi-boundary regularization method for identifying the initial value of time-fractional diffusion equation on spherically symmetric domain
• A new operator splitting method for American options under fractional Black-Scholes models
• A hybrid scheme for time fractional inverse parabolic problem
• Reconstruction Robin boundary condition in the heat conduction inverse problem of fractional order
• A high-order compact finite difference scheme and its analysis for the time-fractional diffusion equation
• Landweber iterative method for identifying a space-dependent source for the time-fractional diffusion equation
• A windowing waveform relaxation method for time-fractional differential equations
• Landweber iterative regularization method for identifying the unknown source of the time-fractional diffusion equation
• Numerical solutions for solving model time‐fractional<scp>Fokker–Planck</scp>equation
• Notes on `Implicit finite difference approximation for time fractional diffusion equations [Comput. Math. Appl. 56 (2008) 1138-1145]
• An efficient numerical solver for anisotropic subdiffusion problems
• The boundary element method applied to the solution of the diffusion-wave problem
• A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models
• Fractional Landweber iterative regularization method for identifying the unknown source of the time-fractional diffusion problem
• Recover the solute concentration from source measurement and boundary data
• Implicit difference approximation for the time fractional heat equation with the nonlocal condition
• Recovering a time-dependent potential function in a time fractional diffusion equation by using a nonlinear condition
• Block preconditioning strategies for time-space fractional diffusion equations
• A modified memory-based mathematical model describing fluid flow in porous media
• Numerical solution of FSPL heat conduction equation for analysis of thermal propagation
• A scale-dependent finite difference approximation for time fractional differential equation
• The third kind Chebyshev wavelets collocation method for solving the time-fractional convection diffusion equations with variable coefficients
• An exponential B-spline collocation method for the fractional sub-diffusion equation
• Analysis of subdiffusion in disordered and fractured media using a Grünwald-Letnikov fractional calculus model
• A numerical method for solving retrospective inverse problem of fractional parabolic equation
• Encounter-based reaction-subdiffusion model II: partially absorbing traps and the occupation time propagator
• Simultaneous inversion of the potential term and the fractional orders in a multi-term time-fractional diffusion equation
• On the numerical solution of time fractional Black-Scholes equation
• On the solitary wave solution of fractional Kudryashov-Sinelshchikov equation describing nonlinear wave processes in a liquid containing gas bubbles
• Determination of Robin coefficient in a fractional diffusion problem
• A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation
• Multigrid method for fractional diffusion equations
• A pseudo-spectral scheme for the approximate solution of a time-fractional diffusion equation
• Analysis of a local discontinuous Galerkin method for time-fractional advection-diffusion equations
• Preconditioned iterative methods for fractional diffusion equation
• A box-type scheme for fractional sub-diffusion equation with Neumann boundary conditions
• A circulant preconditioner for fractional diffusion equations
• The sinc-Legendre collocation method for a class of fractional convection-diffusion equations with variable coefficients
• An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations
• Numerical approximation of distributed order reaction-diffusion equations
• Fast finite difference methods for space-time fractional partial differential equations in three space dimensions with nonlocal boundary conditions
• A modified quasi-boundary value method for an inverse source problem of the time-fractional diffusion equation
• Numerical solution of fractional diffusion equation model for freezing in finite media
• A finite difference method with non-uniform timesteps for fractional diffusion equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Superconvergence analysis of nonconforming finite element method for two-dimensional time fractional diffusion equations
• Implicit finite difference method for fractional percolation equation with Dirichlet and fractional boundary conditions
• Robin coefficient identification for a time-fractional diffusion equation
• An implicit finite difference approximation for the solution of the diffusion equation with distributed order in time
• Fractional diffusion equations by the Kansa method
• A preconditioned fast parareal finite difference method for space-time fractional partial differential equation
• An inverse source problem of space-fractional diffusion equation
• Implicit difference approximation for the time fractional diffusion equation
• Efficient numerical schemes for fractional sub-diffusion equation with the spatially variable coefficient
• Efficient spectral-Galerkin methods for fractional partial differential equations with variable coefficients
• Solving the time-fractional diffusion equation via sinc-Haar collocation method
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Finite difference methods for fractional differential equations
• A new Crank-Nicolson finite element method for the time-fractional subdiffusion equation
• Identifying an unknown time-dependent boundary source in time-fractional diffusion equation with a non-local boundary condition
• A high-order compact scheme for the nonlinear fractional Klein-Gordon equation
• Two unconditionally stable and convergent difference schemes with the extrapolation method for the one-dimensional distributed-order differential equations
• A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
• Numerical simulation for a time-fractional coupled nonlinear Schrödinger equations

This page was built for publication: Implicit finite difference approximation for time fractional diffusion equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1004783)