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Comparative Study of Numerical Algorithms for "Anomalous" Diffusion Equation with Spatial Fractional Derivatives
SUN Hongguang, CHEN Wen, CAI Xing
CHINESE JOURNAL OF COMPUTATIONAL PHYSICS
2009, 26 (5):
719-724.
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.
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