A finite difference method for an anomalous sub-diffusion equation, theory and applications (Q695046): Difference between revisions
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English | A finite difference method for an anomalous sub-diffusion equation, theory and applications |
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A finite difference method for an anomalous sub-diffusion equation, theory and applications (English)
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20 December 2012
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The authors investigate a fully discrete implicit finite difference scheme for a fractional sub-diffusion modell. Particularly, the numerical scheme consists of a generalized Crank-Nicolson time discretization scheme and a second order central finite difference space discretization. The authors prove the stability of their scheme using a positivity property of the fractional derivative operator. An error analysis for the discrete scheme under certain regularity assumptions is carried out. Several testcases using a non-uniform time step validate the stated convergence order, and some convergence rates are compared to a ``time finite difference-spatial continous Galerkin scheme''.
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finite difference method
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stability
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error analysis
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sub-diffusion modell
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variable time steps
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Crank-Nicolson
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