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

Lijuan Su and Pei Cheng

Advances in Mathematical Physics, 2013, vol. 2013, issue 1

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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https://doi.org/10.1155/2013/129404

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlamp:v:2013:y:2013:i:1:n:129404

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