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
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
A second-order accurate numerical method for the two-dimensional fractional diffusion equation
Journal of Computational Physics
Finite difference/spectral approximations for the time-fractional diffusion equation
Journal of Computational Physics
Numerical solutions for fractional reaction-diffusion equations
Computers & Mathematics with Applications
Numerical treatment of fractional heat equations
Applied Numerical Mathematics
Journal of Computational and Applied Mathematics
Matrix approach to discrete fractional calculus II: Partial fractional differential equations
Journal of Computational Physics
Finite difference approximations for a fractional advection diffusion problem
Journal of Computational Physics
Journal of Computational and Applied Mathematics
Tempered stable Lévy motion and transient super-diffusion
Journal of Computational and Applied Mathematics
Fractional diffusion equations by the Kansa method
Computers & Mathematics with Applications
A direct O(Nlog2N) finite difference method for fractional diffusion equations
Journal of Computational Physics
Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation
SIAM Journal on Scientific Computing
A characteristic difference method for the transient fractional convection-diffusion equations
Applied Numerical Mathematics
A tau approach for solution of the space fractional diffusion equation
Computers & Mathematics with Applications
Numerical approximations for fractional diffusion equations via splines
Computers & Mathematics with Applications
Multigrid method for fractional diffusion equations
Journal of Computational Physics
Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative
Journal of Computational Physics
Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models
Computational Economics
Error Estimates of Crank-Nicolson-Type Difference Schemes for the Subdiffusion Equation
SIAM Journal on Numerical Analysis
A second order explicit finite difference method for the fractional advection diffusion equation
Computers & Mathematics with Applications
A radial basis functions method for fractional diffusion equations
Journal of Computational Physics
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
Journal of Scientific Computing
Convergence analysis of moving finite element methods for space fractional differential equations
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Orthogonal spline collocation methods for the subdiffusion equation
Journal of Computational and Applied Mathematics
Computers & Mathematics with Applications
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
Hi-index | 31.52 |
Fractional order diffusion equations are generalizations of classical diffusion equations, treating super-diffusive flow processes. In this paper, we examine a practical numerical method which is second-order accurate in time and in space to solve a class of initial-boundary value fractional diffusive equations with variable coefficients on a finite domain. An approach based on the classical Crank-Nicholson method combined with spatial extrapolation is used to obtain temporally and spatially second-order accurate numerical estimates. Stability, consistency, and (therefore) convergence of the method are examined. It is shown that the fractional Crank-Nicholson method based on the shifted Grunwald formula is unconditionally stable. A numerical example is presented and compared with the exact analytical solution for its order of convergence.