Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4632237 | Applied Mathematics and Computation | 2009 | 6 Pages |
Abstract
An implicit unconditional stable difference scheme is presented for a kind of linear space–time fractional convection–diffusion equation. The equation is obtained from the classical integer order convection–diffusion equations with fractional order derivatives for both space and time. First-order consistency, unconditional stability, and 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yang Zhang,