An explicit finite difference method and a new von Neumann-type stability analysis for fractional diffusion equations. (English) Zbl 1119.65379

Yuste, S. B.; Acedo, L.

SIAM J. Numer. Anal. 42, No. 5, 1862-1874 (2005).

MSC:

65M06	Finite difference methods for initial value and initial-boundary value problems involving PDEs
35K15	Initial value problems for second-order parabolic equations
26A33	Fractional derivatives and integrals

Keywords:

fractional diffusion equation; von Neumann stability analysis; parabolic integro-differential equations; finite difference methods; numerical examples; forward time centered space method; Grünwald-Letnikov discretization