A second-order accurate numerical method for the two-dimensional fractional diffusion equation

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Publication:868244

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DOI10.1016/j.jcp.2006.05.030zbMath1113.65124OpenAlexW2127684492MaRDI QIDQ868244

Charles Tadjeran, Mark M. Meerschaert

Publication date: 19 February 2007

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2006.05.030

zbMATH Keywords

algorithm extrapolation space-fractional diffusion equation Crank-Nicolson method alternating directions implicit method ADI method Grünwald formula

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) 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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