A second-order accurate numerical approximation for the fractional diffusion equation

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DOI10.1016/j.jcp.2005.08.008zbMath1089.65089OpenAlexW2105723279MaRDI QIDQ2490307

Charles Tadjeran, Mark M. Meerschaert, Hans-Peter Scheffler

Publication date: 28 April 2006

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2005.08.008

zbMATH Keywords

algorithm convergence numerical example consistency Stability Crank-Nicholson method fractional order diffusion equations Second-order accurate finite difference approximation

Mathematics Subject Classification ID

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) Initial value problems for second-order parabolic equations (35K15)

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