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

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Publication:422997

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DOI10.1016/j.jcp.2011.11.008zbMath1242.65157MaRDI QIDQ422997

Melda Duman, Cem Çelik

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

zbMATH Keywords

stability; convergence; numerical results; finite difference method; error bound; Crank-Nicolson method; fractional diffusion equation; fractional centered difference; Riesz fractional derivative operator

Mathematics Subject Classification ID

35K05: Heat equation

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35R11: Fractional partial differential equations

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