A new difference scheme for the time fractional diffusion equation
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Publication:349729
DOI10.1016/J.JCP.2014.09.031zbMATH Open1349.65261arXiv1404.5221OpenAlexW2065232540MaRDI QIDQ349729FDOQ349729
Authors: Anatoly A. Alikhanov 
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: In this paper we construct a new difference analog of the Caputo fractional derivative (called the - formula). The basic properties of this difference operator are investigated and on its basis some difference schemes generating approximations of the second and forth order in space and the second order in time for the time fractional diffusion equation with variable coefficients are considered. Stability of the suggested schemes and also their convergence in the grid - norm with the rate equal to the order of the approximation error are proved. The obtained results are supported by the numerical calculations carried out for some test problems.
Full work available at URL: https://arxiv.org/abs/1404.5221
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Fractional partial differential equations (35R11) Applications of difference equations (39A60) 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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