Convergence of the Grünwald-Letnikov scheme for time-fractional diffusion

DOI10.1016/j.cam.2005.12.043zbMath1127.65100OpenAlexW2021111681MaRDI QIDQ885938

Entsar A. Abdel-Rehim, Rudolf Gorenflo

Publication date: 14 June 2007

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

Full work available at URL: https://doi.org/10.1016/j.cam.2005.12.043

zbMATH Keywords

weak convergencefractional derivativefractional diffusion equationbivariate generating functionsGrünwald-Letnikov difference scheme

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) 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) Diffusion processes (60J60)

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