A characteristic difference method for the transient fractional convection-diffusion equations

Authors:
Lijuan Su;Wenqia Wang;Hong Wang
Affiliations:
School of Mathematical Sciences, Anhui University, Hefei, Anhui 230601, PR China;School of Mathematics, Shandong University, Jinan, Shandong 250100, PR China;Department of Mathematics, University of South Carolina, Carolina, SC 29208, USA
Venue:
Applied Numerical Mathematics
Year:
2011

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Abstract

A new characteristic finite difference method for solving the two-sided space-fractional convection-diffusion equations is presented, by combining characteristic methods and fractional finite difference methods. Stability, consistency and (therefore) convergence of the new method are discussed in this paper. An error estimate is given. Numerical experiments of this method are carried out and compared with other known methods.