A New Numerical Method for the Riesz Space Fractional Diffusion Equation

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Abstract:

Firstly, using matrix transform method, we transform the Riesz space fractional diffusion equation into an ordinary differential equation, and get its analytic solution. Secondly, we use (2,1) Pade approxiation to the exponentinal matrix of the analytic solution and obtain a new difference scheme for solving Riesz space fractional diffusion equation. Finally, we prove that the difference scheme is unconditionally stable.

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393-396

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February 2011

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© 2011 Trans Tech Publications Ltd. All Rights Reserved

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