Finite difference approximations for two-sided space-fractional partial differential equations

DOI10.1016/J.APNUM.2005.02.008zbMATH Open1086.65087OpenAlexW2054899953MaRDI QIDQ2581572FDOQ2581572

Authors: Mark M. Meerschaert, Charles Tadjeran 

Publication date: 10 January 2006

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2005.02.008

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zbMATH Keywords

consistencyconvergencenumerical examplesstabilityFractional derivativeFinite differenceBackward Euler methodImplicit Euler methodLeft-handed fractional flowRight-handed fractional flowTwo-sided fractional partial differential equation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) PDEs with low regular coefficients and/or low regular data (35R05) 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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Cited In (only showing first 100 items - show all)

• Fast finite volume methods for space-fractional diffusion equations
• A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation
• Fast alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations
• Fast finite difference methods for space-fractional diffusion equations with fractional derivative boundary conditions
• Finite difference approximations for the fractional advection-diffusion equation
• Multigrid method for fractional diffusion equations
• Incomplete circulant and skew-circulant splitting iteration method for time-dependent space fractional diffusion equations
• High-order algorithms for Riesz derivative and their applications. II
• Preconditioned iterative methods for fractional diffusion equation
• A circulant preconditioner for fractional diffusion equations
• Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative
• An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations
• Fourier spectral methods for fractional-in-space reaction-diffusion equations
• On the numerical solution of space-time fractional diffusion models
• A class of second order difference approximations for solving space fractional diffusion equations
• Numerical approximation of nonlinear fractional differential equations with subdiffusion and superdiffusion
• A second-order accurate numerical method for the two-dimensional fractional diffusion equation
• On the numerical solutions for the fractional diffusion equation
• A method based on the Jacobi tau approximation for solving multi-term time-space fractional partial differential equations
• Numerical solutions for fractional reaction-diffusion equations
• Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations
• A mixed finite element method for a time-fractional fourth-order partial differential equation
• Fast numerical contour integral method for fractional diffusion equations
• Turing pattern dynamics and adaptive discretization for a super-diffusive Lotka-Volterra model
• Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation
• Numerical methods and analysis for a class of fractional advection-dispersion models
• Numerical methods for fractional partial differential equations with Riesz space fractional derivatives
• Fractional diffusion equations by the Kansa method
• Solving a nonlinear fractional differential equation using Chebyshev wavelets
• An analytic algorithm for the space-time fractional advection-dispersion equation
• A characteristic difference method for the transient fractional convection-diffusion equations
• Implicit difference approximation for the time fractional diffusion equation
• Finite difference/predictor-corrector approximations for the space and time fractional Fokker-Planck equation
• A new fractional finite volume method for solving the fractional diffusion equation
• A fourth-order approximation of fractional derivatives with its applications
• A finite difference method for fractional partial differential equation
• Higher order Grünwald approximations of fractional derivatives and fractional powers of operators
• Solving spatial-fractional partial differential diffusion equations by spectral method
• Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media
• Matrix method based on the second kind Chebyshev polynomials for solving time fractional diffusion-wave equations
• An implicit numerical method of a new time distributed-order and two-sided space-fractional advection-dispersion equation
• Maximum norm error analysis of difference schemes for fractional diffusion equations
• A weighted numerical algorithm for two and three dimensional two-sided space fractional wave equations
• Finite element method for two-dimensional space-fractional advection-dispersion equations
• Second-order explicit difference schemes for the space fractional advection diffusion equation
• Numerical and analytical solutions of new generalized fractional diffusion equation
• Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners
• Finite difference methods for fractional differential equations
• Matrix approach to discrete fractional calculus. II: Partial fractional differential equations
• Second-order LOD multigrid method for multidimensional Riesz fractional diffusion equation
• A reliable algorithm of homotopy analysis method for solving nonlinear fractional differential equations
• A high-order compact scheme for the nonlinear fractional Klein-Gordon equation
• An eigenvalue-eigenvector method for solving a system of fractional differential equations with uncertainty
• Approximation of the Lévy-Feller advection-dispersion process by random walk and finite difference method
• A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
• A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation
• An MHSS-like iteration method for two-by-two linear systems with application to FDE optimization problems
• A fully spectral collocation approximation for multi-dimensional fractional Schrödinger equations
• Fast solution methods for space-fractional diffusion equations
• A finite volume scheme with preconditioned Lanczos method for two-dimensional space-fractional reaction-diffusion equations
• Finite volume and finite element methods for solving a one-dimensional space-fractional Boussinesq equation
• A comparison of numerical solutions of fractional diffusion models in finance
• Quasi-compact finite difference schemes for space fractional diffusion equations
• Numerical methods and analysis for a multi-term time-space variable-order fractional advection-diffusion equations and applications
• Split-step alternating direction implicit difference scheme for the fractional Schrödinger equation in two dimensions
• A conservative linearized difference scheme for the nonlinear fractional Schrödinger equation
• An energy conservative difference scheme for the nonlinear fractional Schrödinger equations
• A generalized fractional-order Legendre wavelet Tau method for solving fractional differential equations
• The homotopy analysis method for solving the time-fractional Fornberg-Whitham equation and comparison with Adomian's decomposition method
• A superfast-preconditioned iterative method for steady-state space-fractional diffusion equations
• A parallel algorithm for the Riesz fractional reaction-diffusion equation with explicit finite difference method
• The space-fractional diffusion-advection equation: analytical solutions and critical assessment of numerical solutions
• A second-order accurate numerical approximation for the fractional diffusion equation
• Numerical algorithms for the forward and backward fractional Feynman-Kac equations
• Polynomial spectral collocation method for space fractional advection-diffusion equation
• Multilevel circulant preconditioner for high-dimensional fractional diffusion equations
• Computational aspects of FEM approximation of fractional advection dispersion equations on bounded domains in \(\mathbb R^2\)
• Fractional diffusion on bounded domains
• Efficient Galerkin solution of stochastic fractional differential equations using second kind Chebyshev wavelets
• A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
• Finite difference methods for two-dimensional fractional dispersion equation
• A highly accurate collocation algorithm for \(1+1\) and \(2+1\) fractional percolation equations
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• Numerical solution of fractional advection-diffusion equation with a nonlinear source term
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• A numerical approach based on fractional-order hybrid functions of block-pulse and Bernoulli polynomials for numerical solutions of fractional optimal control problems
• A characteristic difference method for the variable-order fractional advection-diffusion equation
• New approximations for solving the Caputo-type fractional partial differential equations
• Superlinearly convergent algorithms for the two-dimensional space-time Caputo-Riesz fractional diffusion equation
• Stability and convergence of a finite volume method for the space fractional advection-dispersion equation
• Fractional cable problem in the frame of meshless singular boundary method
• A coupled method for inverse source problem of spatial fractional anomalous diffusion equations
• Space–Time Duality for Fractional Diffusion
• Finite element method for two-dimensional time-fractional Tricomi-type equations
• Fast algorithms for high-order numerical methods for space-fractional diffusion equations
• Fifth-kind orthonormal Chebyshev polynomial solutions for fractional differential equations
• IRK-WSGD methods for space fractional diffusion equations
• On banded \(M\)-splitting iteration methods for solving discretized spatial fractional diffusion equations
• Second order accuracy finite difference methods for space-fractional partial differential equations
• A new implicit compact difference scheme for the fourth-order fractional diffusion-wave system

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