Weighted average finite difference methods for fractional diffusion equations
نویسندگان
چکیده
منابع مشابه
Weighted average finite difference methods for fractional diffusion equations
A class of finite difference methods for solving fractional diffusion equations is considered. These methods are an extension of the weighted average methods for ordinary (non-fractional) diffusion equations. Their accuracy is of order (Dx) and Dt, except for the fractional version of the Crank–Nicholson method, where the accuracy with respect to the timestep is of order (Dt) if a second-order ...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2006
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2005.12.006