Numerical solution of the space fractional Fokker-Planck equation
Journal of Computational and Applied Mathematics - Special issue: Proceedings of the international conference on boundary and interior layers - computational and asymptotic methods (BAIL 2002)
SIAM Journal on Numerical Analysis
A second-order accurate numerical approximation for the fractional diffusion equation
Journal of Computational Physics
A Fourier method for the fractional diffusion equation describing sub-diffusion
Journal of Computational Physics
SIAM Journal on Numerical Analysis
Journal of Computational and Applied Mathematics
Computational algorithms for computing the fractional derivatives of functions
Mathematics and Computers in Simulation
Journal of Computational and Applied Mathematics
Compact finite difference method for the fractional diffusion equation
Journal of Computational Physics
Computers & Mathematics with Applications
Journal of Computational and Applied Mathematics
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The aim of this paper is to study the high order difference scheme for the solution of modified anomalous fractional sub-diffusion equation. The time fractional derivative is described in the Riemann-Liouville sense. In the proposed scheme we discretize the space derivative with a fourth-order compact scheme and use the Grunwald-Letnikov discretization of the Riemann-Liouville derivative to obtain a fully discrete implicit scheme. We analyze the solvability, stability and convergence of the proposed scheme using the Fourier method. The convergence order of method is O(@t+h^4). Numerical examples demonstrate the theoretical results and high accuracy of the proposed scheme.