Finite Difference Approximations for Two-sided Space-fractional Partial Differential Equations∗

@inproceedings{Meerschaert2006FiniteDA,
title={Finite Difference Approximations for Two-sided Space-fractional Partial Differential Equations∗},
author={M Carmen Meerschaert and Charles Tadjeran},
year={2006}
}

Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initialboundary value fractional partial differential equations with variable coefficients on a finite domain. We examine the case when a left-handed or a right-handed fractional spatial derivative may be present in… CONTINUE READING