High Order Difference Schemes for a Time Fractional Differential Equation with Neumann Boundary Conditions

DOI10.4208/eajam.281013.300414azbMath1320.65121arXiv1311.5641WikidataQ115211120 ScholiaQ115211120MaRDI QIDQ2929984

Zhibo Wang, Seak Weng Vong

Publication date: 17 November 2014

Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.5641

zbMATH Keywords

convergence; numerical example; finite difference method; Neumann boundary conditions; Caputo fractional derivative; Riemann-Liouville fractional integral operator; weighted and shifted Grünwald difference operator; alternating direction implicit (ADI) scheme; compact ADI scheme; time fractional differential equation

Mathematics Subject Classification ID

35K20: Initial-boundary value problems for second-order parabolic equations

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35R11: Fractional partial differential equations