Author(s):
Sousa, Ercília 
Date: 2009
Persistent ID: http://hdl.handle.net/10316/11172
Origin: Estudo Geral - Universidade de Coimbra
Document details
Numerical approximation for the fractional diffusion equation via splines
Description
A one dimensional fractional diffusion model is considered, where the usual second-order derivative gives place to a fractional derivative of order , with 1 < ≤ 2. We consider the Caputo derivative as the space derivative, which is a form of representing the fractional derivative by an integral operator. The numerical solution is derived using Crank-Nicolson method in time combined with a spline approximation for the Caputo derivative in space. Consistency and convergence of the method is examined and numerical results are presented.
A one dimensional fractional diffusion model is considered, where the usual second-order derivative gives place to a fractional derivative of order , with 1 < ≤ 2. We consider the Caputo derivative as the space derivative, which is a form of representing the fractional derivative by an integral operator. The numerical solution is derived using Crank-Nicolson method in time combined with a spline approximation for the Caputo derivative in space. Consistency and convergence of the method is examined and numerical results are presented.
Document Type
Preprint
Language English
Language English
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