Implicit difference approximation for the two-dimensional space-time fractional diffusion equation
Caputo fractional derivativeconvergencefractional differential equationsimplicit difference methodsRiemann-Liouville fractional derivativestability
Fractional derivatives and integrals (26A33) Integro-partial differential equations (45K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical methods for integral equations (65R20)
The authors consider the initial-boundary value problem for the differential equation \[ \frac{\partial^\alpha{u(x,y,t)}}{\partial t^\alpha}= a(x,y,t)D^{\beta}_x u +b(x,y,t)D^{\gamma}_y u + f(x,y,t), \] on the domain \(0<x<L_x, \; 0<y<L_y, \; 0<t \), with initial and boundary conditions on the required function \(u(x,y,t)\). The derivatives of \(u(x,y,t)\) have fractional orders \(0<\alpha\leq 1\), \(1<\beta, \, \gamma \leq 2\). The fractional derivatives have the singular integral representations (formulae of Caputo and of Riemann-Liouville) which are used for the implicit summary-difference approximation of the functional problem. It is proved that this approximation is unconditionally stable and convergent. Two numerical examples are presented.
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