A second order explicit finite difference method for the fractional advection diffusion equation

Authors:
ErcíLia Sousa
Affiliations:
-
Venue:
Computers & Mathematics with Applications
Year:
2012

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Abstract

We develop a numerical method for fractional advection diffusion problems with source terms in domains with homogeneous boundary conditions. The numerical method is derived by using a Lax-Wendroff-type time discretization procedure, it is explicit and second order accurate. The convergence of the numerical method is studied and numerical results are presented.