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Volumn 56, Issue 1, 2006, Pages 80-90

Finite difference approximations for two-sided space-fractional partial differential equations

Author keywords

Backward Euler method; Finite difference approximation; Fractional derivative; Fractional PDE; Implicit Euler method; Left handed fractional flow; Right handed fractional flow; Stability; Two sided fractional partial differential equation

Indexed keywords

APPROXIMATION THEORY; BOUNDARY VALUE PROBLEMS; CONVERGENCE OF NUMERICAL METHODS; FINITE DIFFERENCE METHOD; FLUID DYNAMICS; STABILITY;

EID: 28044468843     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apnum.2005.02.008     Document Type: Article
Times cited : (836)

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    • Z. Deng, V.P. Singh, and L. Bengtsson Numerical solution of fractional advection-dispersion equation J. Hydraulic Engrg. 130 2004 422 431
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    • Deng, Z.1    Singh, V.P.2    Bengtsson, L.3
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    • Fractional calculus and continuous-time finance. III. the diffusion limit
    • H. Kohlmann S. Tang Birkhäuser Basel
    • R. Gorenflo, F. Mainardi, E. Scalas, and M. Raberto Fractional calculus and continuous-time finance. III. The diffusion limit H. Kohlmann S. Tang Mathematical Finance 2001 Birkhäuser Basel 171 180
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    • F. Liu, V. Ahn, and I. Turner Numerical solution of the space fractional Fokker-Planck equation J. Comput. Appl. Math. 166 2004 209 219
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    • Meerschaert, M.1    Tadjeran, C.2
  • 16
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    • Extrapolation to the limit for numerical fractional differentiation
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.