A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation

A numerical scheme for space-time fractional advection-dispersion equation

In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. We utilize spectral-collocation method combining with a product integration technique in order to discretize the terms involving spatial fractional order derivatives that leads to a simple evaluation of the related terms. By using Bernstein polynomial basis, the problem is transformed in...

Variable Time Steps in the Solution of the Heat Flow Equation by a Difference Equation

Finite integration method with RBFs for solving time-fractional convection-diffusion equation with variable coefficients

In this paper, a modification of finite integration method (FIM) is combined with the radial basis function (RBF) method to solve a time-fractional convection-diffusion equation with variable coefficients. The FIM transforms partial differential equations into integral equations and this creates some constants of integration. Unlike the usual FIM, the proposed method computes constants of integ...

a numerical scheme for space-time fractional advection-dispersion equation

in this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. we utilize spectral-collocation method combining with a product integration technique in order to discretize the terms involving spatial fractional order derivatives that leads to a simple evaluation of the related terms. by using bernstein polynomial basis, the problem is transformed in...

A Spatial Sixth Order Finite Difference Scheme for Time Fractional Sub-diffusion Equation with Variable Coefficient

In this paper, we present a finite difference scheme for a class of time fractional diffusion equation with variable coefficient, where the fractional derivative is defined by the Caputo derivative. The present algorithm is unconditionally stable, and possess spatial sixth order and temporal 2 − α order accuracy, which is an improvement of the spatial fourth order accuracy in the existing resul...