A novel Crank-Nicolson finite volume method for Riesz space fractional advection-diffusion equations

DOI10.20142/J.CNKI.AMAS.202401048MaRDI QIDQ6654091zbMATH OpenFDO

Authors Wei Qu, Qingyong Wang

Publication date 18 December 2024

Published in Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.20142/J.CNKI.AMAS.202401048

zbMATH Keywords

convergenceCrank-Nicolson methoddiscrete \(L_2\)-normfinite volume methodRiesz space-fractional advection-diffusion equationsunconditional stability

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Cites work

• A finite volume method for two-dimensional Riemann-Liouville space-fractional diffusion equation and its efficient implementation
• A novel finite volume method for the Riesz space distributed-order advection-diffusion equation
• A spectral Legendre-Gauss-Lobatto collocation method for a space-fractional advection diffusion equations with variable coefficients
• Analysis and efficient implementation of alternating direction implicit finite volume method for Riesz space‐fractional diffusion equations in two space dimensions
• Circulant preconditioning technique for barrier options pricing under fractional diffusion models
• Finite difference approximations for fractional advection-dispersion flow equations
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• Stability and convergence of a Crank-Nicolson finite volume method for space fractional diffusion equations
• Stability and convergence of a finite volume method for the space fractional advection-dispersion equation
• Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation
• The fundamental solution and numerical solution of the Riesz fractional advection-dispersion equation
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Variational formulation for the stationary fractional advection dispersion equation
• Waiting-times and returns in high-frequency financial data: An empirical study

Cited in

(1)

• Quantum Bernoulli noise method for diffusion-type stochastic Schrödinger equation

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