Numerical Approximation of a Fractional-In-Space Diffusion Equation (II) – with Nonhomogeneous Boundary Conditions
Ilic, M., Liu, F., Turner, I., Anh, V. (2006)
Fractional Calculus and Applied Analysis
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2000 Mathematics Subject Classification: 26A33 (primary), 35S15 In this paper, a space fractional diffusion equation (SFDE) with nonhomogeneous boundary conditions on a bounded domain is considered. A new matrix transfer technique (MTT) for solving the SFDE is proposed. 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 linear ODEs with...