A characteristic difference method for the transient fractional convection-diffusion equations

DOI10.1016/j.apnum.2011.02.007zbMath1225.65085OpenAlexW2020444246MaRDI QIDQ548337

Wenqia Wang, Lijuan Su, Hong Wang

Publication date: 28 June 2011

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2011.02.007

zbMATH Keywords

stabilityconvergenceconsistencynumerical experimentsfinite difference methodscharacteristic methodsfractional convection-diffusion equationsshifted Gruenwald-Letnikov formula

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) 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) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Fractional partial differential equations (35R11)

Related Items

Numerical analysis of a new space-time variable fractional order advection-dispersion equation, Higher order finite difference method for the reaction and anomalous-diffusion equation, The dual reciprocity boundary elements method for the linear and nonlinear two-dimensional time-fractional partial differential equations, A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation, Preconditioned iterative methods for fractional diffusion equation, A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications, An explicit high order method for fractional advection diffusion equations, Numerical solutions to initial and boundary value problems for linear fractional partial differential equations, A new Grünwald-Letnikov derivative derived from a second-order scheme, Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation, Analysis of mixed finite element method (MFEM) for solving the generalized fractional reaction-diffusion equation on nonrectangular domains, Second-order approximation scheme combined with \(H^1\)-Galerkin MFE method for nonlinear time fractional convection-diffusion equation, FINITE ELEMENT ALGORITHM BASED ON HIGH-ORDER TIME APPROXIMATION FOR TIME FRACTIONAL CONVECTION-DIFFUSION EQUATION, Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions, Solution of the fractional Black-Scholes option pricing model by finite difference method, New group iterative schemes in the numerical solution of the two-dimensional time fractional advection-diffusion equation, A characteristic difference method for the variable-order fractional advection-diffusion equation, A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative, A new GPU-based corrected explicit-implicit domain decomposition scheme for convection-dominated diffusion problems

Uses Software

• FODE
• ma2dfc

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finite difference approximations for the fractional advection-diffusion equation
• Finite difference approximations for the fractional Fokker-Planck equation
• A second-order accurate numerical method for the two-dimensional fractional diffusion equation
• Numerical methods for fractional partial differential equations with Riesz space fractional derivatives
• Finite difference methods for fractional dispersion equations
• Matrix approach to discrete fractional calculus. II: Partial fractional differential equations
• Finite difference approximations for a fractional advection diffusion problem
• A lower bound for the smallest singular value of a matrix
• Fractals and fractional calculus in continuum mechanics
• Numerical solution of the space fractional Fokker-Planck equation.
• Waiting-times and returns in high-frequency financial data: An empirical study
• A fractional diffusion equation to describe Lévy flights
• Finite difference/spectral approximations for the time-fractional diffusion equation
• A second-order accurate numerical approximation for the fractional diffusion equation
• Finite difference methods for two-dimensional fractional dispersion equation
• Finite difference approximations for two-sided space-fractional partial differential equations
• Discretized Fractional Calculus
• Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term
• Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures
• Finite Element Method for the Space and Time Fractional Fokker–Planck Equation
• Numerical Approximation of a Time Dependent, Nonlinear, Space‐Fractional Diffusion Equation