A splitting type algorithm for numerical solution of PDEs of fractional order
Abstract
Fractional order diffusion equations are generalizations of classical diffusion equations, treating super‐diffusive flow processes. In this paper, we examine a splitting type numerical methods to solve a class of two‐dimensional initial‐boundary value fractional diffusive equations. Stability, consistency and convergence of the methods are investigated. It is shown that both schemes are unconditionally stable. A numerical example is presented.
First Published Online: 14 Oct 2010
Keywords:
fractional partial differential equation, finite difference approximation, splitting scheme, stability analysisHow to Cite
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Copyright (c) 2007 The Author(s). Published by Vilnius Gediminas Technical University.
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Copyright (c) 2007 The Author(s). Published by Vilnius Gediminas Technical University.
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This work is licensed under a Creative Commons Attribution 4.0 International License.