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

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

Rudolf Gorenflo, Entsar A. Abdel-Rehim

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 convergence; fractional derivative; fractional diffusion equation; bivariate generating functions; Grünwald-Letnikov difference scheme

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

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

60J60: Diffusion processes

Related Items

Stability analysis and limit cycle in fractional system with Brusselator nonlinearities, Fundamental solution and discrete random walk model for a time-space fractional diffusion equation of distributed order, Variational problems with fractional derivatives: invariance conditions and Nöther's theorem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• From power laws to fractional diffusion: the direct way
• Fully discrete random walks for space-time fractional diffusion equations
• Abel integral equations. Analysis and applications
• Fractals and fractional calculus in continuum mechanics
• Numerical methods for the solution of partial differential equations of fractional order.
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Time fractional diffusion: A discrete random walk approach
• Finite difference approximations for fractional advection-dispersion flow equations
• Algorithms for the fractional calculus: a selection of numerical methods
• Discretized Fractional Calculus
• The fundamental solution of the space-time fractional diffusion equation
• Random walk models approximating symmetric space-fractional diffusion processes
• An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
• Fractional Calculus: Integral and Differential Equations of Fractional Order