Weighted finite difference methods for two-sided space-time fractional diffusion equations

Abstract

Abstract: A weighted finite difference scheme was proposed in order to solve initial-boundary value problems of space-time fractional diffusion equations. Their stability was analyzed by means of discrete energy method. Using mathematical induction, we proved that the scheme was convergent under the same condition. Illustrative
example was included to demonstrate the validity and applicability of the scheme.

Key words: fractional diffusion equation, space-time fractional derivative, weighted difference scheme, convergence, stability

CLC Number:

O241.82

MA Wei-yuan, LIU Hua. Weighted finite difference methods for two-sided space-time fractional diffusion equations[J]. Journal of East China Normal University(Natural Sc, 2012, 2012(3): 41-48,70.

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