×

zbMATH — the first resource for mathematics

Weighted approximate scheme for fractional order diffusion equation. (English) Zbl 1413.65343
Summary: The authors consider the evolution equation modeling the transport of a substance in some medium. The diffusion factor of this process is introduced by means of the fractional space derivative. An approximate scheme to solving this problem numerically is constructed by using the discretized Grunwald formulas and a weighted average of two time points.
MSC:
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
35R11 Fractional partial differential equations
PDF BibTeX XML Cite