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JOURNALS // Ural Mathematical Journal // Archive

Ural Math. J., 2016 Volume 2, Issue 1, Pages 48–57 (Mi umj14)

This article is cited in 9 papers

Fractional analog of crank-nicholson method for the two sided space fractional partial equation with functional delay

Vladimir G. Pimenovab, Ahmed S. Hendyb

a Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg, Russia
b Department of Computational Mathematics, Ural Federal University, Ekaterinburg, Russia

Abstract: For two sided space fractional diffusion equation with time functional after-effect, an implicit numerical method is constructed and the order of its convergence is obtained. The method is a fractional analogue of the Crank-Nicholson method, and also uses interpolation and extrapolation of the prehistory of model with respect to time.

Keywords: Fractional partial differential equation, Grunwald-Letnikov approximations, Grid schemes, Functional delay, Interpolation, Extrapolation, Convergence order.

Language: English

DOI: 10.15826/umj.2016.1.005



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