Weighted finite difference methods for a class of space fractional partial differential equations with variable coefficients

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摘要

A class of weighted finite difference methods (WFDMs) for solving a class of initial-boundary value problems of space fractional partial differential equations with variable coefficients is presented. Their stability and convergence properties are considered. It is proven that the WFDMs are unconditionally-stable for 0≤r≤12, and conditionally-stable for 12

论文关键词:65M06,65M12,65R20,26A33,Left-handed fractional derivative,Right-handed fractional derivative,Shifted Grünwald formula,Weighted finite difference methods,Stability,Convergence

论文评审过程:Received 18 July 2008, Revised 13 September 2009, Available online 24 September 2009.

论文官网地址:https://doi.org/10.1016/j.cam.2009.09.027