A second‐order finite difference method for fractional diffusion equation with Dirichlet and fractional boundary conditions

2019 ◽  
Vol 35 (4) ◽  
pp. 1383-1395 ◽  
Author(s):  
Changping Xie ◽  
Shaomei Fang
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Diffusion Equation ◽  
Boundary Conditions ◽  
Difference Method ◽  
Fractional Diffusion ◽  
Second Order ◽  
Fractional Diffusion Equation ◽  
Fractional Boundary Conditions

scholarly journals Numerical Solution of Stochastic Generalized Fractional Diffusion Equation by Finite Difference Method

2018 ◽  
Vol 23 (4) ◽  
pp. 53 ◽  
Author(s):  
Amaneh Sepahvandzadeh ◽  
Bahman Ghazanfari ◽  
Nader Asadian
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Diffusion Equation ◽  
Numerical Solution ◽  
Difference Method ◽  
Fractional Diffusion ◽  
Fractional Diffusion Equation ◽  
Mean Square ◽  
Numerical Examples ◽  
Mean Square Convergence

The present study aimed at solving the stochastic generalized fractional diffusion equation (SGFDE) by means of the random finite difference method (FDM). Moreover, the conditions of mean square convergence of the numerical solution are studied and numerical examples are presented to demonstrate the validity and accuracy of the method.

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