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A note on the stability of a second order finite difference scheme for space fractional diffusion equations
Qu W.2; Lei S.-L.2; Vong S.-W.2
2014
Source PublicationNumerical Algebra, Control and Optimization
ISSN21553297 21553289
Volume4Issue:4Pages:317-325
AbstractThe unconditional stability of a second order finite difference scheme for space fractional diffusion equations is proved theoretically for a class of variable diffusion coefficients. In particular, the scheme is unconditionally stable for all one-sided problems and problems with Riesz fractional derivative. For problems with general smooth diffusion coefficients, numerical experiments show that the scheme is still stable if the space step is small enough.
KeywordRiemann-Liouville derivative Second order finite difference scheme Space fractional diffusion equation Unconditionally stable
DOI10.3934/naco.2014.4.317
URLView the original
Language英語English
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Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.Shaoguan University
2.Universidade de Macau
First Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Qu W.,Lei S.-L.,Vong S.-W.. A note on the stability of a second order finite difference scheme for space fractional diffusion equations[J]. Numerical Algebra, Control and Optimization,2014,4(4):317-325.
APA Qu W.,Lei S.-L.,&Vong S.-W..(2014).A note on the stability of a second order finite difference scheme for space fractional diffusion equations.Numerical Algebra, Control and Optimization,4(4),317-325.
MLA Qu W.,et al."A note on the stability of a second order finite difference scheme for space fractional diffusion equations".Numerical Algebra, Control and Optimization 4.4(2014):317-325.
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