空间分数阶导数“反常”扩散方程数值算法的比较

Comparative Study of Numerical Algorithms for "Anomalous" Diffusion Equation with Spatial Fractional Derivatives

摘要: 分别采用显式差分格式、隐式差分格式以及Crank-Nicholson差分格式数值求解空间分数阶导数,并从局部截断误差、稳定性、计算量三个方面进行比较分析;通过数值算例验证分析结果.

Abstract: We use explicit difference scheme,implicit difference scheme,and Crank-Nicholson difference scheme to discretize an anomalous diffusion equation with spatial fractional derivatives,and analyze their performances in terms of truncation error,stability and computing expense.A numerical example is examined to validate the results.