A second order explicit finite difference method for the fractional advection diffusion equation
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Publication:356310
DOI10.1016/J.CAMWA.2012.03.002zbMATH Open1268.65118OpenAlexW1982093412MaRDI QIDQ356310FDOQ356310
Authors: Ercilia Sousa 
Publication date: 25 July 2013
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2012.03.002
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Integro-partial differential equations (45K05) Reaction-diffusion equations (35K57) 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 (67)
- Fourth-order methods for space fractional reaction-diffusion equations with non-smooth data
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- Finite difference/finite element method for a nonlinear time-fractional fourth-order reaction-diffusion problem
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- An \(h\)-\(p\) version of the continuous Petrov-Galerkin finite element method for Riemann-Liouville fractional differential equation with novel test basis functions
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- A second order Crank-Nicolson scheme for fractional Cattaneo equation based on new fractional derivative
- High-order numerical methods for solving time fractional partial differential equations
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- A note on the stability of a second order finite difference scheme for space fractional diffusion equations
- An improved algorithm based on finite difference schemes for fractional boundary value problems with nonsmooth solution
- Finite difference approximations for a fractional advection diffusion problem
- Integral spectral Tchebyshev approach for solving space Riemann-Liouville and Riesz fractional advection-dispersion problems
- A second-order finite difference scheme for quasilinear time fractional parabolic equation based on new fractional derivative
- Numerical solutions of fractional advection-diffusion equations with a kind of new generalized fractional derivative
- A space-time finite element method for solving linear Riesz space fractional partial differential equations
- Second-order explicit difference schemes for the space fractional advection diffusion equation
- Solution of the fractional Black-Scholes option pricing model by finite difference method
- A new fully discrete finite difference/element approximation for fractional cable equation
- A two-grid block-centered finite difference method for the nonlinear time-fractional parabolic equation
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- A new Crank-Nicolson finite element method for the time-fractional subdiffusion equation
- Second-order LOD multigrid method for multidimensional Riesz fractional diffusion equation
- Spectral solutions for a class of nonlinear wave equations with Riesz fractional based on Legendre collocation technique
- Crank-Nicolson finite element scheme and modified reduced-order scheme for fractional Sobolev equation
- High-order algorithms for Riesz derivative and their applications. I.
- A second-order BDF compact difference scheme for fractional-order Volterra equation
- Circulant and skew-circulant splitting iteration for fractional advection-diffusion equations
- A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation
- Legendre spectral collocation method for distributed and Riesz fractional convection-diffusion and Schrödinger-type equation
- A study on a second order finite difference scheme for fractional advection-diffusion equations
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- 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
- The space-fractional diffusion-advection equation: analytical solutions and critical assessment of numerical solutions
- Numerical algorithms for the time‐Caputo and space‐Riesz fractional Bloch‐Torrey equations
- A semianalytical solution of the fractional derivative model and its application in financial market
- A Crank-Nicolson difference scheme for the time variable fractional mobile-immobile advection-dispersion equation
- An explicit high order method for fractional advection diffusion equations
- A spectral Legendre-Gauss-Lobatto collocation method for a space-fractional advection diffusion equations with variable coefficients
- An Efficient Second-Order Finite Volume ADI Method for Nonlinear Three-Dimensional Space-Fractional Reaction-Diffusion Equations
- Efficient Legendre spectral tau algorithm for solving the two-sided space-time Caputo fractional advection-dispersion equation
- A high-accuracy MOC/FD method for solving fractional advection-diffusion equations
- Numerical solution of time-dependent problems with fractional power elliptic operator
- Second-order finite difference/spectral element formulation for solving the fractional advection-diffusion equation
- A novel equivalent definition of Caputo fractional derivative without singular kernel and superconvergent analysis
- Numerical solution of a model for turbulent diffusion
- Approximate solution of the multi-term time fractional diffusion and diffusion-wave equations
- A novel finite difference discrete scheme for the time fractional diffusion-wave equation
- Discontinuous Galerkin time stepping method for solving linear space fractional partial differential equations
- A second-order efficient \(L\)-stable numerical method for space fractional reaction-diffusion equations
- Numerical solving unsteady space-fractional problems with the square root of an elliptic operator
- Analysis of a new finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation
- A block‐centered finite difference method for fractional Cattaneo equation
- A hybrid method for solving time fractional advection-diffusion equation on unbounded space domain
- A semi-analytic collocation method for space fractional parabolic PDE
- Second-order convergent scheme for time-fractional partial differential equations with a delay in time
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- A Sharp $\alpha$-Robust $L1$ Scheme on Graded Meshes for Two-Dimensional Time Tempered Fractional Fokker-Planck Equation
- Numerical solution for solving fractional parabolic partial differential equations
- Novel numerical techniques for the finite moment log stable computational model for European call option
- A class of explicit implicit alternating difference schemes for generalized time fractional Fisher equation
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