数学季刊 ›› 2020, Vol. 35 ›› Issue (3): 278-289.doi: 10.13371/j.cnki.chin.q.j.m.2020.03.003
摘要: In this paper, a Riesz space fractional advection-dispersion equation with fractional Robin boundary condition is considered. By applying the fractional central difference formula and the weighted and shifted Gru¨nwald-Letnikov formula, we derive a weighted implicit finite difference scheme with accuracy O(?t2+ h2). The solvability,stability, and convergence of the proposed numerical scheme are proved. A numerical example is presented to confirm the accuracy and efficiency of the scheme.
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