Finite difference approximations for the two-side space-time fractional advection-diffusion equations (Q2792512)

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scientific article; zbMATH DE number 6554705
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Finite difference approximations for the two-side space-time fractional advection-diffusion equations
scientific article; zbMATH DE number 6554705

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    11 March 2016
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    fractional order advection-diffusion equation
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    weighted finite difference approximation
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    stability
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    convergence
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    Finite difference approximations for the two-side space-time fractional advection-diffusion equations (English)
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    The goal of the paper is to propose a new weighted finite difference method for a class of two-side space-time fractional advection-diffusion equations. The two main results in the paper are concerned with the convergence and stability of the scheme. The approach relies on discrete energy methods. Numerical experiments are also presented.
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