Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative

DOI10.1016/J.JCP.2011.11.008zbMATH Open1242.65157OpenAlexW2055148154MaRDI QIDQ422997FDOQ422997

Authors: Cem Çelik, Melda Duman 

Publication date: 18 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2011.11.008

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zbMATH Keywords

convergencenumerical resultsstabilityerror boundfinite difference methodfractional diffusion equationCrank-Nicolson methodfractional centered differenceRiesz fractional derivative operator

Mathematics Subject Classification ID

Heat equation (35K05) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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• Fast and efficient finite difference/finite element method for the two-dimensional multi-term time-space fractional Bloch-Torrey equation
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• Caputo-Riesz-Feller fractional wave equation: analytic and approximate solutions and their continuation
• A semi-alternating direction method for a 2-D fractional Fitzhugh-Nagumo monodomain model on an approximate irregular domain
• Lattice Dynamical Systems Associated with a Fractional Laplacian
• A spatially second-order accurate implicit numerical method for the space and time fractional Bloch-Torrey equation
• Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations
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• An Efficient Second-Order Finite Volume ADI Method for Nonlinear Three-Dimensional Space-Fractional Reaction-Diffusion Equations
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• A class of linearized energy-conserved finite difference schemes for nonlinear space-fractional Schrödinger equations
• An improved collocation method for multi-dimensional space-time variable-order fractional Schrödinger equations
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