High Order Algorithms for the Fractional Substantial Diffusion Equation with Truncated Lévy Flights

DOI10.1137/14097207XzbMath1317.65198arXiv1406.1868MaRDI QIDQ5254476

Publication date: 9 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.1868

zbMATH Keywords

convergence; multigrid method; error estimate; numerical stability; numerical experiment; random walk; high-order algorithm; truncated Lévy flights; inverse discrete Fourier transform; fractional substantial diffusion equation

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

65T50: Numerical methods for discrete and fast Fourier transforms

65M55: Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs

35R11: Fractional partial differential equations

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