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)
The accuracy and stability of an implicit solution method for the fractional diffusion equation
Journal of Computational Physics
A second-order accurate numerical approximation for the fractional diffusion equation
Journal of Computational Physics
Weighted average finite difference methods for fractional diffusion equations
Journal of Computational Physics
A Fourier method for the fractional diffusion equation describing sub-diffusion
Journal of Computational Physics
SIAM Journal on Numerical Analysis
The use of compact boundary value method for the solution of two-dimensional Schrödinger equation
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
A fully discrete difference scheme for a diffusion-wave system
Applied Numerical Mathematics
A tau approach for solution of the space fractional diffusion equation
Computers & Mathematics with Applications
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This work is concerned to the study of high order difference scheme for the solution of a two-dimensional modified anomalous sub-diffusion equation with a nonlinear source term which describes processes that become less anomalous as time progresses. The space fractional derivatives are described in the Riemann-Liouville sense. In the proposed scheme we discretize the space derivatives with a fourth-order compact scheme and use the Grunwald-Letnikov discretization of the Riemann-Liouville derivatives to obtain a fully discrete implicit scheme. We prove the stability and convergence of proposed scheme using the Fourier analysis. The convergence order of the proposed method is O(@t+h"x^4+h"y^4). Comparison of numerical results with analytical solutions demonstrates the unconditional stability and high accuracy of proposed scheme.