A finite difference method for an anomalous sub-diffusion equation, theory and applications (Q695046)

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''.