A finite difference approximation for the solution of the space fractional diffusion equation

Haniye Hajinezhad, Ali Reza Soheili

Abstract


The objective of this paper is to present a finite difference scheme that estimates the space fractional diffusion equation with the Caputo fractional derivative. The proposed scheme’s stability, and convergence are proved. In order to evaluate the effectiveness of this scheme, a series of tests are conducted. The results of these tests demonstrate the reliability and accuracy of the proposed scheme

Keywords


Space fractional diffusion equation, Convergence, Stability, Finite difference method

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