A characteristic difference method for the transient fractional convection-diffusion equations
DOI10.1016/J.APNUM.2011.02.007zbMATH Open1225.65085OpenAlexW2020444246MaRDI QIDQ548337FDOQ548337
Wenqia Wang, Hong Wang, Lijuan Su
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
consistencyconvergencestabilitynumerical experimentsfinite difference methodsfractional convection-diffusion equationscharacteristic methodsshifted Gruenwald-Letnikov formula
Initial-boundary value problems for second-order parabolic equations (35K20) 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) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)
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Cited In (20)
- A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
- Preconditioned iterative methods for fractional diffusion equation
- A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
- Analysis of mixed finite element method (MFEM) for solving the generalized fractional reaction-diffusion equation on nonrectangular domains
- Numerical analysis of a new space-time variable fractional order advection-dispersion equation
- Solution of the fractional Black-Scholes option pricing model by finite difference method
- 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 new Grünwald-Letnikov derivative derived from a second-order scheme
- The characteristic difference DDM for solving the time-fractional order convection-diffusion equations
- Numerical solutions to initial and boundary value problems for linear fractional partial differential equations
- New group iterative schemes in the numerical solution of the two-dimensional time fractional advection-diffusion equation
- A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
- An explicit high order method for fractional advection diffusion equations
- Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation
- A characteristic difference method for the variable-order fractional advection-diffusion equation
- A new GPU-based corrected explicit-implicit domain decomposition scheme for convection-dominated diffusion problems
- 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
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