Uniformly Stable Explicitly Solvable Finite Difference Method for Fractional Diffusion Equations

DOI10.4208/eajam.030614.051114azbMath1322.65089MaRDI QIDQ5251350

Jian Huang, Hong-Xing Rui

Publication date: 20 May 2015

Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.030614.051114a

zbMATH Keywords

convergence; uniform stability; finite difference scheme; error estimate; explicit methods; fractional diffusion equation; asymmetric approximation; shifted Grunwald approximation

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