کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
521425 867767 2006 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Finite difference methods for two-dimensional fractional dispersion equation
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نرم افزارهای علوم کامپیوتر
پیش نمایش صفحه اول مقاله
Finite difference methods for two-dimensional fractional dispersion equation
چکیده انگلیسی

Fractional order partial differential equations, as generalizations of classical integer order partial differential equations, are increasingly used to model problems in fluid flow, finance and other areas of application. In this paper we discuss a practical alternating directions implicit method to solve a class of two-dimensional initial-boundary value fractional partial differential equations with variable coefficients on a finite domain. First-order consistency, unconditional stability, and (therefore) first-order convergence of the method are proven using a novel shifted version of the classical Grünwald finite difference approximation for the fractional derivatives. A numerical example with known exact solution is also presented, and the behavior of the error is examined to verify the order of convergence.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational Physics - Volume 211, Issue 1, 1 January 2006, Pages 249–261
نویسندگان
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