Numerical Approximation of a Fractional-In-Space Diffusion Equation, I
Ilic, M., Liu, F., Turner, I., Anh, V. (2005)
Fractional Calculus and Applied Analysis
Similarity:
2000 Mathematics Subject Classification: 26A33 (primary), 35S15 (secondary) This paper provides a new method and corresponding numerical schemes to approximate a fractional-in-space diffusion equation on a bounded domain under boundary conditions of the Dirichlet, Neumann or Robin type. The method is based on a matrix representation of the fractional-in-space operator and the novelty of this approach is that a standard discretisation of the operator leads to a system of...