Weighted average finite difference methods for fractional diffusion equations

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DOI10.1016/j.jcp.2005.12.006zbMath1094.65085arXivcs/0408053OpenAlexW2012163408MaRDI QIDQ2495773

Santos B. Yuste

Publication date: 30 June 2006

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cs/0408053

zbMATH Keywords

numerical examples finite difference methods anomalous diffusion Crank-Nicolson method fractional diffusion equation von Neumann stability analysis

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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