scholarly journals An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations

2005 ◽  
Vol 42 (5) ◽  
pp. 1862-1874 ◽  
Author(s):  
S. B. Yuste ◽  
L. Acedo
Author(s):  
Nian Li ◽  
Joseph Steiner ◽  
Shimin Tang

AbstractThe convergence and stability analysis of a simple explicit finite difference method is studied in this paper. Conditional convergence and stability theorems for this method are given. We have also proved that this scheme is stable in a much stronger sense.


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