Finite difference methods for two-dimensional fractional dispersion equation

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DOI10.1016/j.jcp.2005.05.017zbMath1085.65080OpenAlexW2142758723MaRDI QIDQ2572798

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

Publication date: 4 November 2005

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2005.05.017

zbMATH Keywords

stability convergence numerical example initial-boundary value problem consistency Implicit Euler method Alternating direction implicit methods Grünwald finite difference approximation Multi-dimensional fractional PDE Numerical fractional PDE Two-dimensional fractional partial differential equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Boundary value problems for nonlinear higher-order PDEs (35G30) 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 nonlinear higher-order PDEs (35G25)

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