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Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation

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  • Feng, L.B.
  • Zhuang, P.
  • Liu, F.
  • Turner, I.

Abstract

In this paper, we consider a two-sided space-fractional diffusion equation with variable coefficients on a finite domain. Firstly, based on the nodal basis functions, we present a new fractional finite volume method for the two-sided space-fractional diffusion equation and derive the implicit scheme and solve it in matrix form. Secondly, we prove the stability and convergence of the implicit fractional finite volume method and conclude that the method is unconditionally stable and convergent. Finally, some numerical examples are given to show the effectiveness of the new numerical method, and the results are in excellent agreement with theoretical analysis.

Suggested Citation

  • Feng, L.B. & Zhuang, P. & Liu, F. & Turner, I., 2015. "Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation," Applied Mathematics and Computation, Elsevier, vol. 257(C), pages 52-65.
    • Handle: RePEc:eee:apmaco:v:257:y:2015:i:c:p:52-65
    DOI: 10.1016/j.amc.2014.12.060
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    References listed on IDEAS

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    1. Scalas, Enrico & Gorenflo, Rudolf & Mainardi, Francesco, 2000. "Fractional calculus and continuous-time finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 376-384.
    2. Raberto, Marco & Scalas, Enrico & Mainardi, Francesco, 2002. "Waiting-times and returns in high-frequency financial data: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 314(1), pages 749-755.
    3. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 468-481.
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    Cited by:

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    2. Taohua Liu & Xiucao Yin & Yinghao Chen & Muzhou Hou, 2023. "A Second-Order Accurate Numerical Approximation for a Two-Sided Space-Fractional Diffusion Equation," Mathematics, MDPI, vol. 11(8), pages 1-15, April.
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    6. Qu, Wei & Li, Zhi, 2021. "Fast direct solver for CN-ADI-FV scheme to two-dimensional Riesz space-fractional diffusion equations," Applied Mathematics and Computation, Elsevier, vol. 401(C).
    7. Jie Zhao & Hong Li & Zhichao Fang & Yang Liu, 2019. "A Mixed Finite Volume Element Method for Time-Fractional Reaction-Diffusion Equations on Triangular Grids," Mathematics, MDPI, vol. 7(7), pages 1-18, July.

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