Finite Difference Methods for Fractional Diffusion Equations
Ercília Sousa
Broschiertes Buch

Finite Difference Methods for Fractional Diffusion Equations

One-Dimensional Time-Dependent Problems

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This book provides a self-contained introduction to finite difference methods for time-dependent space-fractional diffusion equations, emphasizing their theoretical properties and practical computational implementation. It collects results previously dispersed throughout the literature, presenting them within a coherent unified framework. In addition to covering numerical methods for fractional diffusion equations, their exact solutions, and their connection to Lévy flights, it also offers an accessible overview of fundamental concepts related to Riemann–Liouville fractional derivatives.  ...