Finite difference approximations for the fractional advection-diffusion equation
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Publication:407981
DOI10.1016/j.physleta.2009.10.004zbMath1234.65034OpenAlexW2097268730MaRDI QIDQ407981
Wenqia Wang, Zhaoxia Yang, Lijuan Su
Publication date: 28 March 2012
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physleta.2009.10.004
stability analysisdiffusion equationCrank-Nicholson methodshifted Grünwald-Letnikov formulatwo-sided fractional advection
Fractional processes, including fractional Brownian motion (60G22) Reaction-diffusion equations (35K57) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Diffusion processes (60J60) Fractional partial differential equations (35R11)
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