Finite difference scheme for the time-space fractional diffusion equations

• Authors: Jianxiong Cao , Changpin Li
• Languages of publication: EN

Abstracts

EN

In this paper, we derive two novel finite difference schemes for two types of time-space fractional diffusion equations by adopting weighted and shifted Grünwald operator, which is used to approximate the Riemann-Liouville fractional derivative to the second order accuracy. The stability and convergence of the schemes are analyzed via mathematical induction. Moreover, the illustrative numerical examples are carried out to verify the accuracy and effectiveness of the schemes.

Keywords

EN

time-space fractional diffusion equation; difference scheme; stability; convergence

• Publisher: De Gruyter Open
• Journal: Open Physics
• Year: 2013
• Volume: 11
• Issue: 10
• Pages: 1440-1456

Dates

published

1 - 10 - 2013

online

19 - 12 - 2013

Contributors

author

Jianxiong Cao

• Department of Mathematics, Shanghai University, Shanghai, 200444, China

author

Changpin Li

• Department of Mathematics, Shanghai University, Shanghai, 200444, China

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Identifiers

DOI

10.2478/s11534-013-0261-x