A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion Equation
Author(s) -
Lijuan Su,
Pei Cheng
Publication year - 2013
Publication title -
advances in mathematical physics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.283
H-Index - 23
eISSN - 1687-9139
pISSN - 1687-9120
DOI - 10.1155/2013/129404
Subject(s) - mathematics , stability (learning theory) , convection–diffusion equation , convergence (economics) , consistency (knowledge bases) , finite difference , fractional calculus , finite difference method , diffusion , numerical solution of the convection–diffusion equation , mathematical analysis , space (punctuation) , diffusion equation , finite element method , mixed finite element method , geometry , physics , computer science , thermodynamics , economy , service (business) , machine learning , economics , economic growth , operating system
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
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