Superlinearly convergent algorithms for the two-dimensional space-time Caputo-Riesz fractional diffusion equation

DOI10.1016/j.apnum.2013.03.006zbMath1283.65082arXiv1207.2012MaRDI QIDQ2637091

Minghua Chen, Weihua Deng, Yu-Jiang Wu

Publication date: 19 February 2014

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.2012

zbMATH Keywords

convergence; finite difference scheme; numerical stability; space-time Caputo-Riesz fractional diffusion equation

Mathematics Subject Classification ID

35K05: Heat equation

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

35R60: PDEs with randomness, stochastic partial differential equations

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