Polynomial spectral collocation method for space fractional advection–diffusion equation. Issue 2 (30th October 2013)

• Record Type: Journal Article
• Authors: Tian, WenYi; Deng, Weihua; Wu, Yujiang
• Is Part Of: Numerical methods for partial differential equations. Volume 30:Issue 2(2014:Mar.)
• Page Start: 514
• Page End: 535
• Publication Date: 2013-10-30
• Subjects: Differential equations, Partial -- Numerical solutions -- Periodicals; 515.353
• DOI: 10.1002/num.21822
• Languages: English
• ISSNs: 0749-159X

Abstract

<abstract abstract-type="main"> <title> <x xml:space="preserve">Abstract</x> </title> <p>This article discusses the spectral collocation method for numerically solving nonlocal problems: one‐dimensional space fractional advection–diffusion equation; and two‐dimensional linear/nonlinear space fractional advection–diffusion equation. The differentiation matrixes of the left and right Riemann–Liouville and Caputo fractional derivatives are derived for any collocation points within any given bounded interval. Several numerical examples with different boundary conditions are computed to verify the efficiency of the numerical schemes and confirm the exponential convergence; the physical simulations for Lévy–Feller advection–diffusion equation and space fractional Fokker–Planck equation with initial δ‐peak and reflecting boundary conditions are performed; and the eigenvalue distributions of the iterative matrix for a variety of systems are displayed to illustrate the stabilities of the numerical schemes in more general cases. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 514–535, 2014</p> </abstract>