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

DOI10.1016/j.apnum.2005.02.008zbMath1086.65087OpenAlexW2054899953MaRDI QIDQ2581572

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

zbMATH Keywords

stabilityconvergenceconsistencynumerical examplesFinite differenceFractional derivativeBackward Euler methodImplicit Euler methodLeft-handed fractional flowRight-handed fractional flowTwo-sided fractional partial differential equation

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) PDEs with low regular coefficients and/or low regular data (35R05)

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Cites Work

• Numerical methods for the solution of partial differential equations of fractional order.
• Numerical solution of the space fractional Fokker-Planck equation.
• Finite difference approximations for fractional advection-dispersion flow equations
• A fractional diffusion equation to describe Lévy flights
• Extrapolation to the Limit for Numerical Fractional Differentiation
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