Stability of the Finite Difference Methods of Fractional Partial Differential Equations Using Fourier Series Approach

Abstract

The fractional order partial differential equations (FPDEs) are generalizations of classical partial differential equations (PDEs).

        In this paper we examine the stability of the explicit and implicit finite difference methods to solve the initial-boundary value problem of the hyperbolic for one-sided and two sided fractional order partial differential equations (FPDEs). The stability (and convergence) result of this problem is discussed by using the Fourier series method (Von Neumann¢s Method).