A fourth-order approximation of fractional derivatives with its applications
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Publication:728811
DOI10.1016/J.JCP.2014.10.053zbMATH Open1352.65238OpenAlexW2068610405MaRDI QIDQ728811FDOQ728811
Zhaopeng Hao, Zhizhong Sun, Wanrong Cao
Publication date: 20 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2014.10.053
fractional derivativefractional differential equationhigh-order approximationquasi-compact difference scheme
Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical differentiation (65D25)
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Cited In (only showing first 100 items - show all)
- Fourth order finite difference schemes for time-space fractional sub-diffusion equations
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- High order algorithm for the time-tempered fractional Feynman-Kac equation
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- Numerical analysis and fast implementation of a fourth-order difference scheme for two-dimensional space-fractional diffusion equations
- On a second order scheme for space fractional diffusion equations with variable coefficients
- A high-order numerical algorithm for two-dimensional time-space tempered fractional diffusion-wave equation
- The construction of higher-order numerical approximation formula for Riesz derivative and its application to nonlinear fractional differential equations (I)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models
- Compact difference scheme for a class of fractional-in-space nonlinear damped wave equations in two space dimensions
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- An improved algorithm based on finite difference schemes for fractional boundary value problems with nonsmooth solution
- Error estimate of second-order finite difference scheme for solving the Riesz space distributed-order diffusion equation
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- Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations
- Linear implicit finite difference methods with energy conservation property for space fractional Klein-Gordon-Zakharov system
- An implicit semi-linear discretization of a bi-fractional Klein-Gordon-Zakharov system which conserves the total energy
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- A fourth-order dissipation-preserving algorithm with fast implementation for space fractional nonlinear damped wave equations
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- A fourth-order scheme for space fractional diffusion equations
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- بررسی عددی یک طرح تفاضلی جدید روی یک شبکه مدرج برای حل معادلات زیر-انتشار کسری زمانی-مکانی با جوابهای ناهموار
- A fast preconditioning iterative method for solving the discretized second-order space-fractional advection-diffusion equations
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