Numerical methods for time-fractional convection-diffusion problems with high-order accuracy

DOI10.1515/math-2021-0036OpenAlexW3195796114MaRDI QIDQ2669018

Zhichang Guo, Gang Dong, Wen-Juan Yao

Publication date: 9 March 2022

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2021-0036

zbMATH Keywords

convergenceunconditional stabilityADI scheme2D time-fractional convection-diffusion equation

Mathematics Subject Classification ID

Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Numerical analysis (65-XX)

Related Items (2)

An efficient numerical scheme and its analysis for the multiterm time‐fractional convection‐diffusion‐reaction equation ⋮ A high-order numerical scheme based on graded mesh and its analysis for the two-dimensional time-fractional convection-diffusion equation

Cites Work

• Unnamed Item
• Convergence analysis of a numerical scheme for two classes of non-linear fractional differential equations
• A fourth-order compact solution of the two-dimensional modified anomalous fractional sub-diffusion equation with a nonlinear source term
• An unconditionally stable compact ADI method for three-dimensional time-fractional convection-diffusion equation
• A new difference scheme for the time fractional diffusion equation
• A numerical study of Asian option with high-order compact finite difference scheme
• Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients
• Efficient methods for nonlinear time fractional diffusion-wave equations and their fast implementations
• A difference scheme for the time-fractional diffusion equation on a metric star graph
• A numerical method for two-dimensional multi-term time-space fractional nonlinear diffusion-wave equations
• Wavelet-optimized compact finite difference method for convection-diffusion equations
• A new difference scheme for time fractional heat equations based on the Crank-Nicholson method
• Numerical approximation of Lévy-Feller diffusion equation and its probability interpretation
• Numerical method and analytical technique of the modified anomalous subdiffusion equation with a nonlinear source term
• Compact finite difference scheme for the solution of time fractional advection-dispersion equation
• High-order compact finite difference scheme for pricing Asian option with moving boundary condition
• A high-order and unconditionally stable scheme for the modified anomalous fractional sub-diffusion equation with a nonlinear source term
• A second-order accurate numerical approximation for the fractional diffusion equation
• A fully discrete difference scheme for a diffusion-wave system
• Weighted average finite difference methods for fractional diffusion equations
• Compact Alternating Direction Implicit Scheme for the Two-Dimensional Fractional Diffusion-Wave Equation
• Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation
• Novel Numerical Methods for Solving the Time-Space Fractional Diffusion Equation in Two Dimensions
• Numerical Algorithms for Time-Fractional Subdiffusion Equation with Second-Order Accuracy
• Solving linear and non-linear space-time fractional reaction-diffusion equations by the Adomian decomposition method
• New Solution and Analytical Techniques of the Implicit Numerical Method for the Anomalous Subdiffusion Equation
• FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS
• Algorithm 986
• Novel numerical methods for time-space fractional reaction diffusion equations in two dimensions
• An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations
• A Discontinuous Petrov--Galerkin Method for Time-Fractional Diffusion Equations
• A Crank--Nicolson ADI Spectral Method for a Two-Dimensional Riesz Space Fractional Nonlinear Reaction-Diffusion Equation
• A high‐order compact scheme for the nonlinear fractional <scp>K</scp>lein–<scp>G</scp>ordon equation
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

This page was built for publication: Numerical methods for time-fractional convection-diffusion problems with high-order accuracy