Year: 2024
Type: article
Abstract: Second-order and third-order finite difference approximations for fractional derivatives are derived from a recently proposed unified explicit form. The Crank-Nicholson schemes based on these approximations are applied to discretize the space-fractional diffusion equation. We theoretically analyse the convergence and stability of the Crank-Nicholson schemes, proving that they are unconditionally stable. These schemes exhibit unconditional stability and convergence for fractional derivatives of order in the range . Numerical examples further confirm the convergence order and unconditional stability of the approximations, demonstrating their effectiveness in practice.
Institutions: Rajarata University of Sri Lanka, Sultan Qaboos University
Language: English
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4405531971
