2.Using the relationship between Riesz-Feller,Riemann-Liouville and Grünwald-Letnikov fractional-order derivatives,and discretizing Riesz-Feller fractional-order derivative by the definition of Grünwald-Letnikov,a two-level finite difference scheme was proposed for approximating the Lévy-Feller advection-dispersion equation.
利用Riesz-Feller,Riemann-Li-ouville和Grünwald-Letnikov分数阶导数之间的关系,按照Grünwald-Letnikov定义对Riesz-Feller分数阶导数进行离散,得到了近似Lévy-Feller对流-扩散方程的一种两层的有限差分格式.