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arXiv · 1304.3788

A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation

Minghua Chen·Weihua Deng
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Abstract

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this paper, we discuss the practical alternating directions implicit method to solve the two-dimensional two-sided space fractional convection diffusion equation on a finite domain. We theoretically prove and numerically verify that the presented finite difference scheme is unconditionally von Neumann stable and second order convergent in both space and time directions.

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Minghua Chen, Weihua Deng. 2013-04-13. A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation. https://doi.org/10.1016/j.apm.2013.11.043

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