A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion Equation

Lijuan Su and Pei Cheng

Advances in Mathematical Physics, 2013, vol. 2013, 1-5

Abstract:

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.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlamp:129404

DOI: 10.1155/2013/129404

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