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)

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• Finite difference/finite element method for a nonlinear time-fractional fourth-order reaction-diffusion problem
• Fourth order finite difference schemes for time-space fractional sub-diffusion equations
• An \(H^1\)-Galerkin mixed finite element method for time fractional reaction-diffusion equation
• Efficient numerical schemes for fractional water wave models
• Semi-fractional diffusion equations
• Numerical solution of nonlinear fractional Volterra integro-differential equations via Bernoulli polynomials
• Circulant preconditioners for a kind of spatial fractional diffusion equations
• Fast finite difference methods for space-time fractional partial differential equations in three space dimensions with nonlocal boundary conditions
• An efficient finite volume method for nonlinear distributed-order space-fractional diffusion equations in three space dimensions
• A characteristic difference scheme for time-fractional heat equations based on the Crank-Nicholson difference schemes
• A wavelet operational method for solving fractional partial differential equations numerically
• A fast gradient projection method for a constrained fractional optimal control
• Finite element method for space-time fractional diffusion equation
• On using random walks to solve the space-fractional advection-dispersion equations
• Preconditioned iterative methods for fractional diffusion models in finance
• Using reproducing kernel for solving a class of fractional partial differential equation with non-classical conditions
• Numerical solution of two-sided space-fractional wave equation using finite difference method
• Numerical approximations and solution techniques for the space-time Riesz-Caputo fractional advection-diffusion equation
• Application of Legendre wavelets for solving fractional differential equations
• Spectral analysis and structure preserving preconditioners for fractional diffusion equations
• Existence and uniqueness of the solutions for a class of nonlinear fractional order partial differential equations with delay
• A space-time Legendre spectral tau method for the two-sided space-time Caputo fractional diffusion-wave equation
• A mixed finite element formulation for the conservative fractional diffusion equations
• A banded preconditioner for the two-sided, nonlinear space-fractional diffusion equation
• A penalty method for a fractional order parabolic variational inequality governing American put option valuation
• A novel method for nonlinear fractional partial differential equations: Combination of DTM and generalized Taylor's formula
• On finite difference methods for fourth-order fractional diffusion-wave and subdiffusion systems
• Anomalous diffusion modeling by fractal and fractional derivatives
• Haar wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations
• Accuracy of finite element methods for boundary-value problems of steady-state fractional diffusion equations
• Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
• On numerical contour integral method for fractional diffusion equations with variable coefficients
• On ADI-like iteration method for fractional diffusion equations
• Modelling solute transport in soil columns using advective-dispersive equations with fractional spatial derivatives
• Numerical treatment for solving the perturbed fractional PDEs using hybrid techniques
• FINITE DIFFERENCE/<i>H</i>¹-GALERKIN MFE PROCEDURE FOR A FRACTIONAL WATER WAVE MODEL
• Third order difference schemes (without using points outside of the domain) for one sided space tempered fractional partial differential equations
• A two-grid finite element approximation for a nonlinear time-fractional Cable equation
• Numerical solution of the Bagley-Torvik equation by Legendre-collocation method
• Galerkin finite element method for higher dimensional multi-term fractional diffusion equation on non-uniform meshes
• A fast method for a generalized nonlocal elastic model
• Variational image registration by a total fractional-order variation model
• Tau method for the numerical solution of a fuzzy fractional kinetic model and its application to the oil palm frond as a promising source of xylose
• Bernoulli wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations
• Legendre wavelets method for solving fractional population growth model in a closed system
• Regularization methods for unknown source in space fractional diffusion equation
• Solving fractional diffusion equations by sinc and radial basis functions
• A preconditioned fast finite difference method for space-time fractional partial differential equations
• Combination of sinc and radial basis functions for time-space fractional diffusion equations
• Optimal regularization for an unknown source of space-fractional diffusion equation
• A nonstandard finite difference scheme for two-sided space-fractional partial differential equations
• An Efficient Second-Order Finite Volume ADI Method for Nonlinear Three-Dimensional Space-Fractional Reaction-Diffusion Equations
• Preconditioned iterative methods for space-time fractional advection-diffusion equations
• Second kind shifted Chebyshev polynomials for solving space fractional order diffusion equation
• Efficient Legendre spectral tau algorithm for solving the two-sided space-time Caputo fractional advection-dispersion equation
• Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media
• Hybrid stochastic fractional-based approach to modeling bacterial quorum sensing
• An optimal regularization method for space-fractional backward diffusion problem
• A class of linearized energy-conserved finite difference schemes for nonlinear space-fractional Schrödinger equations
• An improved collocation method for multi-dimensional space-time variable-order fractional Schrödinger equations
• Solving the backward problem in Riesz-Feller fractional diffusion by a new nonlocal regularization method
• Computing eigenelements of boundary value problems with fractional derivatives
• Three-point combined compact difference schemes for time-fractional advection-diffusion equations with smooth solutions
• A Green's function approach for the numerical solution of a class of fractional reaction-diffusion equations
• Numerical solution of fractional delay Volterra integro-differential equations by Bernstein polynomials
• Weighted finite difference methods for a class of space fractional partial differential equations with variable coefficients
• A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations with fractional derivative boundary conditions
• Efficient preconditioner of one-sided space fractional diffusion equation
• A high-order difference scheme for the generalized Cattaneo equation.
• Approximation methods for solving fractional equations
• Galerkin finite element method for nonlinear fractional Schrödinger equations
• Maximum modulus principle estimates for one dimensional fractional diffusion equation
• Numerical simulation of multi-dimensional distributed-order generalized Schrödinger equations
• THE FUNDAMENTAL AND NUMERICAL SOLUTIONS OF THE RIESZ SPACE-FRACTIONAL REACTION–DISPERSION EQUATION
• Compact Crank–Nicolson and Du Fort–Frankel Method for the Solution of the Time Fractional Diffusion Equation
• Highly accurate numerical schemes for multi-dimensional space variable-order fractional Schrödinger equations
• Finite difference method for two-sided space-fractional partial differential equations
• Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term
• A local discontinuous Galerkin method for time-fractional diffusion equations
• High order algorithm for the time-tempered fractional Feynman-Kac equation
• A multigrid method for linear systems arising from time-dependent two-dimensional space-fractional diffusion equations
• Finite difference approximations and dynamics simulations for the Lévy fractional Klein-Kramers equation
• A fast finite element method for space-fractional dispersion equations on bounded domains in \(\mathbb{R}^2\)
• Gegenbauer spectral method for time-fractional convection-diffusion equations with variable coefficients
• A fast \(O(N \log N)\) second-order numerical method for space-fractional diffusion equations
• A preconditioned fast parareal finite difference method for space-time fractional partial differential equation
• Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations
• A new difference scheme for time fractional heat equations based on the Crank-Nicholson method
• Efficient preconditioners for Radau-IIA time discretization of space fractional diffusion equations
• The linear B-spline scaling function operational matrix of fractional integration and its applications in solving fractional-order differential equations
• Mixed finite-element method for multi-term time-fractional diffusion and diffusion-wave equations
• A numerical algorithm for the solution of an intermediate fractional advection dispersion equation
• Numerical simulation for a time-fractional coupled nonlinear Schrödinger equations
• Circulant preconditioning technique for barrier options pricing under fractional diffusion models
• Müntz-Legendre wavelet operational matrix of fractional-order integration and its applications for solving the fractional pantograph differential equations
• Analysis of the damped nonlinear space-fractional Schrödinger equation
• The dual reciprocity boundary elements method for the linear and nonlinear two-dimensional time-fractional partial differential equations
• Strang-type preconditioners for solving fractional diffusion equations by boundary value methods
• Mathematical modelling and analysis of two-component system with Caputo fractional derivative order

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