A second-order accurate numerical approximation for the fractional diffusion equation

Charles Tadjeran, Mark M. Meerschaert, Hans-Peter Scheffler. A second-order accurate numerical approximation for the fractional diffusion equation. J. Comput. Physics, 213(1):205-213, 2006. [doi]

@article{TadjeranMS06,
  title = {A second-order accurate numerical approximation for the fractional diffusion equation},
  author = {Charles Tadjeran and Mark M. Meerschaert and Hans-Peter Scheffler},
  year = {2006},
  doi = {10.1016/j.jcp.2005.08.008},
  url = {http://dx.doi.org/10.1016/j.jcp.2005.08.008},
  researchr = {https://researchr.org/publication/TadjeranMS06},
  cites = {0},
  citedby = {0},
  journal = {J. Comput. Physics},
  volume = {213},
  number = {1},
  pages = {205-213},
}