分数阶导数双边空间微分方程的显式差分解法

Finite Difference Methods for Space-Time Fractional Two-Sided Space Partial Differential Equations

分数阶微分方程作为广义的微分方程,被广泛地应用于物理,信息处理,金融等领域。本文给出了数值求解时间空间分数阶导数的双边空间微分方程的一种显式差分格式,并对其稳定性和收敛性进行了理论分析。

Fractional order differential equations are generalizations of classical differential equations. Now, they are widely used in the fields of physics, information;finance and others. In this paper, an explicit finite difference method for space-time fractional two-sided space partial differential equations is established. Be- sides, the stability and convergence order are analyzed.