The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term

DOI10.1186/S13662-019-1990-YMaRDI QIDQ667961zbMATH OpenOpenAlexFDO

Authors Dongdong Hu, Xuenian Cao

Publication date 4 March 2019

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13662-019-1990-y

zbMATH Keywords

convergenceimplicit midpoint methodRiesz tempered fractional diffusion equationstability

Mathematics Subject Classification ID

Heat equation (35K05) Fractional partial differential equations (35R11) Processes with independent increments; Lévy processes (60G51) 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)

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Cites work

• A finite difference/finite element technique with error estimate for space fractional tempered diffusion-wave equation
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• Circulant preconditioning technique for barrier options pricing under fractional diffusion models
• Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative
• Finite element method for a symmetric tempered fractional diffusion equation
• Finite element solutions for the space fractional diffusion equation with a nonlinear source term
• Generalized B-splines' geometric iterative fitting method with mutually different weights
• High order algorithms for the fractional substantial diffusion equation with truncated Lévy flights
• High order schemes for the tempered fractional diffusion equations
• High-order numerical algorithms for Riesz derivatives via constructing new generating functions
• High-order quasi-compact difference schemes for fractional diffusion equations
• Numerical methods for fractional calculus
• Numerical methods for SPDEs with tempered stable processes
• Second-order BDF time approximation for Riesz space-fractional diffusion equations
• Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations
• Stochastic Volatility for Lévy Processes
• Tempered fractional calculus
• Tempered Fractional Sturm--Liouville EigenProblems
• Tempered stable Lévy motion and transient super-diffusion
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
• Third order difference schemes (without using points outside of the domain) for one sided space tempered fractional partial differential equations

Cited in

(9)

• Second-order numerical methods for the tempered fractional diffusion equations
• A numerical algorithm for the Caputo tempered fractional advection-diffusion equation
• An implicit-explicit scheme of finite difference method for Riesz space fractional diffusion equations with delay and a nonlinear source term
• The implicit midpoint method for the modified anomalous sub-diffusion equation with a nonlinear source term
• The implicit midpoint method for Riesz tempered fractional advection-diffusion equation
• The implicit midpoint method for two-side space fractional diffusion equation with a nonlinear source term
• Predictor-corrector approach for Riesz tempered fractional diffusion equation with a nonlinear source term
• The implicit midpoint method for variable-coefficient two-sided space tempered fractional diffusion equation
• Crank-Nicolson quasicompact schemes for one-sided tempered fractional diffusion equations (without using points outside the interval)

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• TFPDE

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