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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• Numerical methods for the solution of partial differential equations of fractional order.
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• Extrapolation to the Limit for Numerical Fractional Differentiation

Cited In (only showing first 100 items - show all)

• 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
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• Mixed finite-element method for multi-term time-fractional diffusion and diffusion-wave equations
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• Circulant preconditioning technique for barrier options pricing under fractional diffusion models
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• Fractional-order Bernoulli wavelets and their applications
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• A new operational matrix based on Bernoulli wavelets for solving fractional delay differential equations
• Relaxation to stationary states for anomalous diffusion
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• A divide-and-conquer fast finite difference method for space-time fractional partial differential equation
• A \(\tau \)-preconditioner for a non-symmetric linear system arising from multi-dimensional Riemann-Liouville fractional diffusion equation
• A second-order operator splitting Fourier spectral method for fractional-in-space reaction-diffusion equations
• Direct and inverse source problems for a space fractional advection dispersion equation
• Maximum-norm error analysis of a conservative scheme for the damped nonlinear fractional Schrödinger equation
• A new numerical approach for single rational soliton solution of <scp>C</scp>hen‐<scp>L</scp>ee‐<scp>L</scp>iu equation with <scp>R</scp>iesz fractional derivative in optical fibers
• Necessity of introducing non-integer shifted parameters by constructing high accuracy finite difference algorithms for a two-sided space-fractional advection-diffusion model
• A generalization of trigonometric transform splitting methods for spatial fractional diffusion equations
• Fractional diffusion equation-based image denoising model using CN-GL scheme
• Fast compact implicit integration factor method with non-uniform meshes for the two-dimensional nonlinear Riesz space-fractional reaction-diffusion equation
• Differential quadrature method for space-fractional diffusion equations on 2D irregular domains
• A banded preconditioning iteration method for time-space fractional advection-diffusion equations
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• A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models
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• New modified method of the Chebyshev collocation method for solving fractional diffusion equation
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• On single-step HSS iterative method with circulant preconditioner for fractional diffusion equations
• A note on parallel preconditioning for the all-at-once solution of Riesz fractional diffusion equations

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