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A Second-Order Accurate Numerical Approximation for a Two-Sided Space-Fractional Diffusion Equation

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In this paper, we investigate a practical numerical method for solving a one-dimensional two-sided space-fractional diffusion equation with variable coefficients in a finite domain, which is based on the classical… Click to show full abstract

In this paper, we investigate a practical numerical method for solving a one-dimensional two-sided space-fractional diffusion equation with variable coefficients in a finite domain, which is based on the classical Crank-Nicolson (CN) method combined with Richardson extrapolation. Second-order exact numerical estimates in time and space are obtained. The unconditional stability and convergence of the method are tested. Two numerical examples are also presented and compared with the exact solution.

Keywords: fractional diffusion; space; space fractional; diffusion equation; sided space; two sided

Journal Title: Mathematics
Year Published: 2023

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