A Second-Order Accurate Numerical Approximation for a Two-Sided Space-Fractional Diffusion Equation

oleh: Taohua Liu, Xiucao Yin, Yinghao Chen, Muzhou Hou

Format: Article
Diterbitkan: MDPI AG 2023-04-01

Deskripsi

In this paper, we investigate a practical numerical method for solving a one-dimensional two-sided space-fractional diffusion equation with variable coefficients in a finite domain, which is based on the classical Crank-Nicolson (CN) method combined with Richardson extrapolation. Second-order exact numerical estimates in time and space are obtained. The unconditional stability and convergence of the method are tested. Two numerical examples are also presented and compared with the exact solution.