CAJ | 학술논문

考虑了一类含有Riesz-Feller位势的两边空间分数阶Lévy-Feller扩散方程的差分问题。利用分数阶微分算子的等价性，提出了一种加权有限差分解法，并证明了所提出的差分格式是稳定和收敛的。最后通过一个数值例子说明了所提出的差分格式是有效和可靠的。
고필료일류함유Riesz-Feller위세적량변공간분수계Lévy-Feller확산방정적차분문제。이용분수계미분산자적등개성，제출료일충가권유한차분해법，병증명료소제출적차분격식시은정화수렴적。최후통과일개수치례자설명료소제출적차분격식시유효화가고적。
A finite difference problem for two-sided space fractional Lévy-Feller diffusion equation with Riesz-Feller potential is considered. By using the equivalent of fractional order differential operators, a weighted finite difference scheme for scattering the above diffusion equation is proposed. The stability and convergence of the scheme were analyzed. Finally, a numerical example was provided to demonstrate the validity and applicability of the difference scheme.