A finite difference method for fractional partial differential equation

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DOI10.1016/j.amc.2009.05.018zbMath1177.65198WikidataQ115361702 ScholiaQ115361702MaRDI QIDQ732384

Publication date: 9 October 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.05.018

zbMATH Keywords

stability; convergence; numerical example; error estimates; finite difference method; partial differential equations; fractional order partial differential equations; space-time fractional derivative

Mathematics Subject Classification ID

65R20: Numerical methods for integral equations

45K05: Integro-partial differential equations

26A33: Fractional derivatives and integrals

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

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

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