A weighted average finite difference method for the fractional convection-diffusion equation
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Publication:2248409
Fractional partial differential equations (35R11) 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)
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Cites work
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- scientific article; zbMATH DE number 702539 (Why is no real title available?)
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- Waiting-times and returns in high-frequency financial data: An empirical study
- Weighted average finite difference methods for fractional diffusion equations
Cited in
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- Weighted average finite difference methods for fractional diffusion equations
- Finite difference approximations for the two-side space-time fractional advection-diffusion equations
- A weighted explicit finite difference method for two-sided space fractional advection diffusion equation
- scientific article; zbMATH DE number 6612124 (Why is no real title available?)
- On the stability analysis of weighted average finite difference methods for fractional wave equation
- scientific article; zbMATH DE number 6453495 (Why is no real title available?)
- Nonstandard finite difference method for fractional convection-diffusion equation
- A characteristic difference method for the transient fractional convection-diffusion equations
- Finite difference methods for fractional dispersion equations
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