Compact difference schemes for the modified anomalous fractional sub-diffusion equation and the fractional diffusion-wave equation

DOI10.1016/J.JCP.2014.08.012zbMATH Open1349.65348arXiv1310.5298OpenAlexW2086512227MaRDI QIDQ349581FDOQ349581

Authors: Zhibo Wang, Seak-Weng Vong 

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order which depends on the order of fractional derivatives in the equations and is usually less than two. Based on the idea of weighted and shifted Grunwald difference operator, we establish schemes with temporal and spatial accuracy order equal to two and four respectively.

Full work available at URL: https://arxiv.org/abs/1310.5298

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zbMATH Keywords

compact difference schemefractional diffusion-wave equationmodified anomalous fractional sub-diffusion equation[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=weighted+and+shifted+Gr%EF%BF%BD%EF%BF%BDnwald+difference+operator&go=Go weighted and shifted Gr��nwald difference operator]

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) 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)

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