CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 2009, Vol. 26 ›› Issue (5): 719-724.

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Comparative Study of Numerical Algorithms for "Anomalous" Diffusion Equation with Spatial Fractional Derivatives

SUN Hongguang1, CHEN Wen1, CAI Xing2   

  1. 1. Institute of Soft Matter Mechanics and Department of Engineering Mechanics, Hohai University, Nanjing 210098, China;
    2. Simula Research Laboratory and Department of Informatics, University of Oslo, Norway
  • Received:2008-05-06 Revised:2008-08-02 Online:2009-09-25 Published:2009-09-25

Abstract: We use explicit difference scheme,implicit difference scheme,and Crank-Nicholson difference scheme to discretize an anomalous diffusion equation with spatial fractional derivatives,and analyze their performances in terms of truncation error,stability and computing expense.A numerical example is examined to validate the results.

Key words: anomalous diffusion, spatial fractional derivative, finite difference scheme, stability

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