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)
Finite difference approximations for fractional advection-dispersion flow equations
Journal of Computational and Applied Mathematics
SIAM Journal on Numerical Analysis
Finite difference approximations for two-sided space-fractional partial differential equations
Applied Numerical Mathematics
Least squares finite-element solution of a fractional order two-point boundary value problem
Computers & Mathematics with Applications
Journal of Computational and Applied Mathematics
A second-order accurate numerical method for the two-dimensional fractional diffusion equation
Journal of Computational Physics
Numerical approximation of Lévy-Feller diffusion equation and its probability interpretation
Journal of Computational and Applied Mathematics
Numerical algorithm for the time fractional Fokker-Planck equation
Journal of Computational Physics
Numerical solutions for fractional reaction-diffusion equations
Computers & Mathematics with Applications
Matrix approach to discrete fractional calculus II: Partial fractional differential equations
Journal of Computational Physics
Computational algorithms for computing the fractional derivatives of functions
Mathematics and Computers in Simulation
Applied Numerical Mathematics
Journal of Computational and Applied Mathematics
A direct O(Nlog2N) finite difference method for fractional diffusion equations
Journal of Computational Physics
A characteristic difference method for the transient fractional convection-diffusion equations
Applied Numerical Mathematics
Multigrid method for fractional diffusion equations
Journal of Computational Physics
Compact alternating direction implicit method for two-dimensional time fractional diffusion equation
Journal of Computational Physics
Journal of Computational Physics
Error Estimates of Crank-Nicolson-Type Difference Schemes for the Subdiffusion Equation
SIAM Journal on Numerical Analysis
Analysis for one-dimensional time-fractional Tricomi-type equations by LDG methods
Numerical Algorithms
A circulant preconditioner for fractional diffusion equations
Journal of Computational Physics
Quasi-Compact Finite Difference Schemes for Space Fractional Diffusion Equations
Journal of Scientific Computing
A banded preconditioner for the two-sided, nonlinear space-fractional diffusion equation
Computers & Mathematics with Applications
Convergence analysis of moving finite element methods for space fractional differential equations
Journal of Computational and Applied Mathematics
Preconditioned iterative methods for fractional diffusion equation
Journal of Computational Physics
Stable multi-domain spectral penalty methods for fractional partial differential equations
Journal of Computational Physics
Journal of Computational Physics
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Fractional order partial differential equations, as generalizations of classical integer order partial differential equations, are increasingly used to model problems in fluid flow, finance and other areas of application. In this paper we discuss a practical alternating directions implicit method to solve a class of two-dimensional initial-boundary value fractional partial differential equations with variable coefficients on a finite domain. First-order consistency, unconditional stability, and (therefore) first-order convergence of the method are proven using a novel shifted version of the classical Grunwald finite difference approximation for the fractional derivatives. A numerical example with known exact solution is also presented, and the behavior of the error is examined to verify the order of convergence.