A fast second-order accurate method for a two-sided space-fractional diffusion equation with variable coefficients

DOI10.1016/j.camwa.2016.06.007zbMath1412.65072MaRDI QIDQ666781

V. V. Anh, Ian W. Turner, Fawang Liu, L. B. Feng, Jing Li, Pinghui Zhuang

Publication date: 12 March 2019

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2016.06.007

zbMATH Keywords

finite difference method; Crank-Nicolson scheme; variable coefficients; Riemann-Liouville fractional derivative; fractional diffusion equation; fast Bi-CGSTAB algorithm

Mathematics Subject Classification ID

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

65F10: Iterative numerical methods for linear systems

35R11: Fractional partial differential equations