Numerical analysis of a new space-time variable fractional order advection-dispersion equation

DOI10.1016/J.AMC.2014.06.003zbMATH Open1334.65143MaRDI QIDQ279591FDOQ279591

Authors: Hongmei Zhang, Fawang Liu, I. Turner, Vo V. Anh, P. Zhuang 

Publication date: 28 April 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

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zbMATH Keywords

convergencestabilityimplicit Euler schemeadvection-dispersion equationvariable fractional derivative

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) 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 (59)

• Stable computational techniques for the advection-dispersion variable order model
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• Meshfree methods for the nonlinear variable-order fractional advection-diffusion equation
• Development of a computational approach for a space-time fractional moving boundary problem arising from drug release systems
• Numerical solution of the time fractional Black-Scholes model governing European options
• A numerical technique for variable fractional functional boundary value problems
• Numerical solution of time fractional Burgers equation
• Space-time spectral collocation algorithm for the variable-order Galilei invariant advection diffusion equations with a nonlinear source term
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• Analysis of mixed finite element method (MFEM) for solving the generalized fractional reaction-diffusion equation on nonrectangular domains
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• Numerical simulation of a finite moment log stable model for a European call option
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
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• A simultaneous inversion problem for the variable-order time fractional differential equation with variable coefficient
• A new reproducing kernel method for variable order fractional boundary value problems for functional differential equations

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