High order finite difference methods on non-uniform meshes for space fractional operators
DOI10.1007/s10444-015-9430-3zbMath1347.65130arXiv1412.4339OpenAlexW2123878261MaRDI QIDQ273674
Publication date: 22 April 2016
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.4339
stabilityconvergencenumerical exampleerror estimatesfinite difference schemenon-uniform meshesmollificationspace fractional operators
Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite difference and finite volume methods for ordinary differential equations (65L12) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Multiple scale methods for ordinary differential equations (34E13) Fractional ordinary differential equations (34A08)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative
- Numerical methods for fractional partial differential equations with Riesz space fractional derivatives
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation
- Finite difference approximations for fractional advection-dispersion flow equations
- Quasi-compact finite difference schemes for space fractional diffusion equations
- A second-order accurate numerical approximation for the fractional diffusion equation
- A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
- Stochastic solution of space-time fractional diffusion equations
- Discretized Fractional Calculus
- A series of high-order quasi-compact schemes for space fractional diffusion equations based on the superconvergent approximations for fractional derivatives
- A class of second order difference approximations for solving space fractional diffusion equations
- Fourth Order Accurate Scheme for the Space Fractional Diffusion Equations
- High Order Algorithms for the Fractional Substantial Diffusion Equation with Truncated Lévy Flights
- The random walk's guide to anomalous diffusion: A fractional dynamics approach