Ebook: Fractional Differential Equations: Finite Difference Methods

Starting with an introduction to fractional derivatives and numerical approximations, this book presents finite difference methods for fractional differential equations, including time-fractional sub-diffusion equations, time-fractional wave equations, and space-fractional differential equations, among others. Approximation methods for fractional derivatives are developed and approximate accuracies are analyzed in detail.

• A unique overview of finite difference methods for fractional differential equations.
• Supplied with numerous examples to facilitate understanding.
• Of interest to applied mathematicians and physicists as well as to engineers.