Weighted average finite difference methods for fractional diffusion equations

Fuente: arXiv
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Autor principal: Yuste, Santos B.
Formato: Preprint
Publicado: 2004
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author Yuste, Santos B.
author_facet Yuste, Santos B.
contents Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different numerical schemes is carried out by means of a procedure close to the well-known von Neumann method of ordinary diffusion equations. The stability bounds are easily found and checked in some representative examples.
format Preprint
id arxiv_https___arxiv_org_abs_cs_0408053
institution arXiv
publishDate 2004
record_format arxiv
spellingShingle Weighted average finite difference methods for fractional diffusion equations
Yuste, Santos B.
Numerical Analysis
Statistical Mechanics
Computational Physics
G.1.9, G.1.4, G.1.0
Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different numerical schemes is carried out by means of a procedure close to the well-known von Neumann method of ordinary diffusion equations. The stability bounds are easily found and checked in some representative examples.
title Weighted average finite difference methods for fractional diffusion equations
topic Numerical Analysis
Statistical Mechanics
Computational Physics
G.1.9, G.1.4, G.1.0
url https://arxiv.org/abs/cs/0408053