A characteristic difference method for the transient fractional convection-diffusion equations

• Autores: Lijuan Su, Wenqia Wang, Hong Wang
• Localización: Applied numerical mathematics, ISSN-e 0168-9274, Vol. 61, Nº. 8, 2011, págs. 946-960
• Idioma: inglés
• DOI: 10.1016/j.apnum.2011.02.007
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• Resumen

  • A new characteristic finite difference method for solving the two-sided space-fractional convection�diffusion equations is presented, by combining characteristic methods and fractional finite difference methods. Stability, consistency and (therefore) convergence of the new method are discussed in this paper. An error estimate is given. Numerical experiments of this method are carried out and compared with other known methods.