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
• Preconditioners for symmetrized Toeplitz and multilevel Toeplitz matrices
• Efficient numerical methods for Riesz space-fractional diffusion equations with fractional Neumann boundary conditions
• 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
• Analysis and application of new fractional Adams-Bashforth scheme with Caputo-Fabrizio derivative
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• Fractional-order general Lagrange scaling functions and their applications
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• An accurate numerical method for solving the linear fractional Klein-Gordon equation
• Preconditioners for Krylov subspace methods: An overview
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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
• Fast matrix splitting preconditioners for higher dimensional spatial fractional diffusion equations
• 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
• Theoretical and numerical analysis of unsteady fractional viscoelastic flows in simple geometries
• A new operational matrix of fractional order integration for the Chebyshev wavelets and its application for nonlinear fractional van der Pol oscillator equation
• Numerical approximation of nonlinear fractional parabolic differential equations with Caputo-Fabrizio derivative in Riemann-Liouville sense
• Reflected spectrally negative stable processes and their governing equations
• Numerical methods for nonlocal and fractional models
• Approximate solutions to nonlinear fractional order partial differential equations arising in ion-acoustic waves
• 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
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• Two computational algorithms for the numerical solution for system of fractional differential equations
• Numerical Solution to the Space-Time Fractional Diffusion Equation and Inversion for the Space-Dependent Diffusion Coefficient
• Numerical methods for fractional partial differential equations

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