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A finite difference method for fractional diffusion equations with Neumann boundary conditions

Béla J. SzekeresFerenc Izsák — 2015

Open Mathematics

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. The basis of the mathematical model and the numerical approximation is an appropriate extension of the initial values, which incorporates homogeneous Dirichlet or Neumann type boundary conditions. The wellposedness of the obtained initial value problem is proved and it is pointed out that each extension is compatible with the original boundary conditions. Accordingly, a finite difference...

Convergence of the matrix transformation method for the finite difference approximation of fractional order diffusion problems

Béla J. SzekeresFerenc Izsák — 2017

Applications of Mathematics

Numerical solution of fractional order diffusion problems with homogeneous Dirichlet boundary conditions is investigated on a square domain. An appropriate extension is applied to have a well-posed problem on 2 and the solution on the square is regarded as a localization. For the numerical approximation a finite difference method is applied combined with the matrix transformation method. Here the discrete fractional Laplacian is approximated with a matrix power instead of computing the complicated...

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