Theory and Applications of Fractional Differential Equations, Volume 204 (North-Holland Mathematics Studies)
A second-order accurate numerical approximation for the fractional diffusion equation
Journal of Computational Physics
Advances in Fractional Calculus: Theoretical Developments and Applications in Physics and Engineering
Finite difference approximations for two-sided space-fractional partial differential equations
Applied Numerical Mathematics
SIAM Journal on Numerical Analysis
Applied Numerical Mathematics
Journal of Computational Physics
Numerical and analytical solutions of new generalized fractional diffusion equation
Computers & Mathematics with Applications
Stable multi-domain spectral penalty methods for fractional partial differential equations
Journal of Computational Physics
Hi-index | 31.46 |
We examine a numerical method to approximate to a fractional diffusion equation with the Riesz fractional derivative in a finite domain, which has second order accuracy in time and space level. In order to approximate the Riesz fractional derivative, we use the ''fractional centered derivative'' approach. We determine the error of the Riesz fractional derivative to the fractional centered difference. We apply the Crank-Nicolson method to a fractional diffusion equation which has the Riesz fractional derivative, and obtain that the method is unconditionally stable and convergent. Numerical results are given to demonstrate the accuracy of the Crank-Nicolson method for the fractional diffusion equation with using fractional centered difference approach.