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)

• Finite-time stability of discrete fractional delay systems: Gronwall inequality and stability criterion
• Numerical approach based on fractional-order Lagrange polynomials for solving a class of fractional differential equations
• Direct meshless local Petrov-Galerkin (DMLPG) method for time-fractional fourth-order reaction-diffusion problem on complex domains
• Kronecker product-based structure preserving preconditioner for three-dimensional space-fractional diffusion equations
• A preconditioned fast quadratic spline collocation method for two-sided space-fractional partial differential equations
• Finite element approximations for fractional evolution problems
• Numerical solution of a modified anomalous diffusion equation with nonlinear source term through meshless singular boundary method
• Asymptotically compatible schemes for the approximation of fractional Laplacian and related nonlocal diffusion problems on bounded domains
• Path integral solutions of the governing equation of SDEs excited by Lévy white noise
• General Padé approximation method for time-space fractional diffusion equation
• Limited memory block preconditioners for fast solution of fractional partial differential equations
• Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
• The numerical analysis of two-sided space-fractional wave equation with improved moving least-square Ritz method
• New ultraspherical wavelets spectral solutions for fractional Riccati differential equations
• Sixth-kind Chebyshev spectral approach for solving fractional differential equations
• Reprint of: boundary conditions for fractional diffusion
• Boundary conditions for fractional diffusion
• Difference Scheme for Partial Differential Equations of Fractional Order with a Nonlinear Differentiation Operator
• A splitting preconditioner for Toeplitz-like linear systems arising from fractional diffusion equations
• An optimization method based on the generalized polynomials for nonlinear variable-order time fractional diffusion-wave equation
• Linearized difference schemes for a BBM equation with a fractional nonlocal viscous term
• Mathematical analysis and numerical simulation of two-component system with non-integer-order derivative in high dimensions
• A fast finite volume method for conservative space-time fractional diffusion equations discretized on space-time locally refined meshes
• Stability and convergence analysis of finite difference schemes for time-dependent space-fractional diffusion equations with variable diffusion coefficients
• A new family of difference schemes for space fractional advection diffusion equation
• A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
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• A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices
• A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations
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• An accurate numerical method for solving the linear fractional Klein-Gordon equation
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• Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy
• Multigrid Waveform Relaxation for the Time-Fractional Heat Equation
• A fast \(O(N\log N)\) finite difference method for the one-dimensional space-fractional diffusion equation
• Solution of nonlinear fractional diffusion-wave equation by triangular functions
• Fractional pseudospectral integration/differentiation matrix and fractional differential equations
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• Influence of non-local diffusion in avascular tumour growth
• A class of RBFs-based DQ methods for the space-fractional diffusion equations on 3D irregular domains
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• Approximation methods for solving fractional optimal control problems
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• Numerical methods for nonlocal and fractional models
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• 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
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• 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

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