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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• Numerical simulation of multi-dimensional distributed-order generalized Schrödinger equations
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• 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
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• 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
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• A preconditioned fast parareal finite difference method for space-time fractional partial differential equation
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• A second-order operator splitting Fourier spectral method for fractional-in-space reaction-diffusion equations
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• A two-grid mixed finite element method for a nonlinear fourth-order reaction-diffusion problem with time-fractional derivative
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• 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
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• 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
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• Numerical solution of the Bagley-Torvik equation by Legendre-collocation method
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• A fast method for a generalized nonlocal elastic model

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