Fourth-order compact difference schemes for the Riemann-Liouville and Riesz derivatives

DOI10.1155/2014/540692zbMath1468.65022OpenAlexW1991144093WikidataQ59039301 ScholiaQ59039301MaRDI QIDQ1724356

Jincai Luo, Heng-Fei Ding, Yu-Xin Zhang

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/540692

zbMATH Keywords

fourth-order convergence order

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Numerical differentiation (65D25)

Related Items (1)

Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation

Uses Software

• ma2dfc

Cites Work

• Unnamed Item
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• Fourth Order Difference Approximations for Space Riemann-Liouville Derivatives Based on Weighted and Shifted Lubich Difference Operators
• Variational formulation for the stationary fractional advection dispersion equation
• Extrapolation to the Limit for Numerical Fractional Differentiation

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