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High order algorithms for the fractional substantial diffusion equation with truncated Lévy flights. (English) Zbl 1317.65198


MSC:

65M55 Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35K05 Heat equation
35R11 Fractional partial differential equations
65T50 Numerical methods for discrete and fast Fourier transforms

Software:

splib; FODE
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References:

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