Weighted average finite difference methods for fractional diffusion equations
Numerical Analysis
2025-10-20 v1 Statistical Mechanics
Numerical Analysis
Computational Physics
Abstract
Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different numerical schemes is carried out by means of a procedure close to the well-known von Neumann method of ordinary diffusion equations. The stability bounds are easily found and checked in some representative examples.
Cite
@article{arxiv.cs/0408053,
title = {Weighted average finite difference methods for fractional diffusion equations},
author = {Santos B. Yuste},
journal= {arXiv preprint arXiv:cs/0408053},
year = {2025}
}
Comments
Communication presented at the FDA'04 Workshop (with some minor corrections and updates)