A weighted average finite difference method for the fractional convection-diffusion equation (Q2248409)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weighted average finite difference method for the fractional convection-diffusion equation |
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A weighted average finite difference method for the fractional convection-diffusion equation (English)
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26 June 2014
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Summary: A weighted average finite difference method for solving the two-sided space-fractional convection-diffusion equation is given, which is an extension of the weighted average method for ordinary convection-diffusion equations. Stability, consistency, and convergence of the new method are analyzed. A simple and accurate stability criterion valid for this method, arbitrary weighted factor, and arbitrary fractional derivative is given. Some numerical examples with known exact solutions are provided.
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