An Explicit Numerical Method for the Fractional Cable Equation

An explicit numerical method to solve a fractional cable equation which involves two temporal Riemann-Liouville derivatives is studied. The numerical difference scheme is obtained by approximating the first-order derivative by a forward difference formula, the Riemann-Liouville derivatives by the Gr...

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Bibliographic Details
Main Authors: J. Quintana-Murillo, S. B. Yuste
Format: Article
Language:English
Published: Wiley 2011-01-01
Series:International Journal of Differential Equations
Online Access:http://dx.doi.org/10.1155/2011/231920
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Summary:An explicit numerical method to solve a fractional cable equation which involves two temporal Riemann-Liouville derivatives is studied. The numerical difference scheme is obtained by approximating the first-order derivative by a forward difference formula, the Riemann-Liouville derivatives by the Grünwald-Letnikov formula, and the spatial derivative by a three-point centered formula. The accuracy, stability, and convergence of the method are considered. The stability analysis is carried out by means of a kind of von Neumann method adapted to fractional equations. The convergence analysis is accomplished with a similar procedure. The von-Neumann stability analysis predicted very accurately the conditions under which the present explicit method is stable. This was thoroughly checked by means of extensive numerical integrations.
ISSN:1687-9643
1687-9651