Stability and convergence of Crank-Nicolson method for fractional advection dispersion equation

zbMATH Open1178.65145MaRDI QIDQ3639636FDOQ3639636

Authors: Awni M. abu-Saman 

Publication date: 23 October 2009

Full work available at URL: http://www.ripublication.com/Volume/aamav2n2.htm

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zbMATH Keywords

convergencestabilityalgorithmadvection-dispersion equationCrank-Nicolson methodfractional order differential equationradial flow problem

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Numerical methods for integral equations (65R20) Fractional derivatives and integrals (26A33) Initial-boundary value problems for second-order parabolic equations (35K20) 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)

Cited In (11)

• A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions
• Numerical treatment of the space fractional advection-dispersion model arising in groundwater hydrology
• A two-level factored Crank-Nicolson method for two-dimensional nonstationary advection-diffusion equation with time dependent dispersion coefficients and source terms
• A characteristic difference scheme for time-fractional heat equations based on the Crank-Nicholson difference schemes
• A new difference scheme for time fractional heat equations based on the Crank-Nicholson method
• Finite difference approximations for fractional advection-dispersion flow equations
• Efficient implementation to numerically solve the nonlinear time fractional parabolic problems on unbounded spatial domain
• Numerical modeling of a memory-based diffusivity equation and determination of its fractional order value
• Solving one-dimensional advection-dispersion with reaction using some finite-difference methods
• Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
• Heat conduction modeling by using fractional-order derivatives

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