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

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 s...

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Main Authors: Lijuan Su, Pei Cheng
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Advances in Mathematical Physics
Online Access:http://dx.doi.org/10.1155/2013/129404
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author Lijuan Su
Pei Cheng
author_facet Lijuan Su
Pei Cheng
author_sort Lijuan Su
collection DOAJ
description 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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spelling doaj-art-d30cb65eff8e430ca04c3f7e44dd72562025-02-03T01:25:44ZengWileyAdvances in Mathematical Physics1687-91201687-91392013-01-01201310.1155/2013/129404129404A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion EquationLijuan Su0Pei Cheng1School of Mathematical Sciences, Anhui University, Hefei, Anhui 230601, ChinaSchool of Mathematical Sciences, Anhui University, Hefei, Anhui 230601, ChinaA 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.http://dx.doi.org/10.1155/2013/129404
spellingShingle Lijuan Su
Pei Cheng
A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion Equation
Advances in Mathematical Physics
title A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion Equation
title_full A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion Equation
title_fullStr A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion Equation
title_full_unstemmed A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion Equation
title_short A Weighted Average Finite Difference Method for the Fractional Convection-Diffusion Equation
title_sort weighted average finite difference method for the fractional convection diffusion equation
url http://dx.doi.org/10.1155/2013/129404
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