An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations
In this paper, a high-order compact finite difference method is proposed for a class of temporal fractional subdiffusion equation. A numerical scheme for the equation has been derived to obtain 2-α in time and fourth-order in space. We improve the results by constructing a compact scheme of second-o...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2019-01-01
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| Series: | Advances in Mathematical Physics |
| Online Access: | http://dx.doi.org/10.1155/2019/3263589 |
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| Summary: | In this paper, a high-order compact finite difference method is proposed for a class of temporal fractional subdiffusion equation. A numerical scheme for the equation has been derived to obtain 2-α in time and fourth-order in space. We improve the results by constructing a compact scheme of second-order in time while keeping fourth-order in space. Based on the L2-1σ approximation formula and a fourth-order compact finite difference approximation, the stability of the constructed scheme and its convergence of second-order in time and fourth-order in space are rigorously proved using a discrete energy analysis method. Applications using two model problems demonstrate the theoretical results. |
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| ISSN: | 1687-9120 1687-9139 |