An explicit high order method for fractional advection diffusion equations

DOI10.1016/J.JCP.2014.08.036zbMATH Open1349.65334OpenAlexW2137622800MaRDI QIDQ349653FDOQ349653

Ercilia Sousa

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/27768

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zbMATH Keywords

fractional differential equationsfinite differenceshigher order methodsadvection diffusion equations

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)

Cites Work

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• A characteristic difference method for the variable-order fractional advection-diffusion equation
• Behavior of Solutions of 2D Quasi-Geostrophic Equations
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• Discretization of a convection-diffusion equation
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Cited In (25)

• A two-grid mixed finite element method for a nonlinear fourth-order reaction-diffusion problem with time-fractional derivative
• Finite difference/finite element method for a nonlinear time-fractional fourth-order reaction-diffusion problem
• Two-grid methods for semilinear time fractional reaction diffusion equations by expanded mixed finite element method
• A second order Crank-Nicolson scheme for fractional Cattaneo equation based on new fractional derivative
• A second-order finite difference scheme for quasilinear time fractional parabolic equation based on new fractional derivative
• Numerical solution of a time-space fractional Fokker Planck equation with variable force field and diffusion
• Numerical solutions for asymmetric Lévy flights
• A two-grid block-centered finite difference method for the nonlinear time-fractional parabolic equation
• A high-order fully conservative block-centered finite difference method for the time-fractional advection-dispersion equation
• An efficient numerical scheme and its analysis for the multiterm time‐fractional convection‐diffusion‐reaction equation
• Higher order approximations for fractional order integro-parabolic partial differential equations on an adaptive mesh with error analysis
• A parallel CGS block-centered finite difference method for a nonlinear time-fractional parabolic equation
• A fast solution technique for finite element discretization of the space-time fractional diffusion equation
• The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing
• A higher‐order unconditionally stable scheme for the solution of fractional diffusion equation
• A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
• A two-grid finite element approximation for a nonlinear time-fractional Cable equation
• A Crank-Nicolson difference scheme for the time variable fractional mobile-immobile advection-dispersion equation
• High-order explicit conservative exponential integrator schemes for fractional Hamiltonian PDEs
• A high-efficient accurate coupled mesh-free scheme for 2D/3D space-fractional convection-diffusion/Burgers' problems
• A novel equivalent definition of Caputo fractional derivative without singular kernel and superconvergent analysis
• A novel finite difference discrete scheme for the time fractional diffusion-wave equation
• Numerical Methods for the Time Fractional Convection-Diffusion-Reaction Equation
• A block‐centered finite difference method for fractional Cattaneo equation
• Second-order convergent scheme for time-fractional partial differential equations with a delay in time

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