Abstract

Fractional diffusion equations are widely used in modeling anomalous diffusion phenomena that appear in physics, biological systems, ecology, ground water flow, and nance. Due to the nonlocal property of the fractional order derivatives, the numerical computations of differential equations involving fractional derivatives are expensive, especially when compared to their integer counterparts. In this talk, we shall briefly review the recent progress in solving the space fractional diffusion equations by the nite difference methods.