Weighted average finite difference methods for fractional diffusion equations
<|reference_start|>Weighted average finite difference methods for fractional diffusion equations: Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different numerical schemes is carried out by means of a procedure close to the well-known von Neumann method of ordinary diffusion equations. The stability bounds are easily found and checked in some representative examples.<|reference_end|>
@article{yuste2004weighted,
    title={Weighted average finite difference methods for fractional diffusion
  equations},
    author={Santos B. Yuste},
    journal={arXiv preprint arXiv:cs/0408053},
    year={2004},
    archivePrefix={arXiv},
    eprint={cs/0408053},
    primaryClass={cs.NA cond-mat.stat-mech physics.comp-ph}
}