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: Lei Ren, Lei Liu
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Advances in Mathematical Physics
Online Access:http://dx.doi.org/10.1155/2019/3263589
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author Lei Ren
Lei Liu
author_facet Lei Ren
Lei Liu
author_sort Lei Ren
collection DOAJ
description 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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id doaj-art-af930973cbd5453fb4530429f5652060
institution Kabale University
issn 1687-9120
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language English
publishDate 2019-01-01
publisher Wiley
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series Advances in Mathematical Physics
spelling doaj-art-af930973cbd5453fb4530429f56520602025-02-03T01:28:56ZengWileyAdvances in Mathematical Physics1687-91201687-91392019-01-01201910.1155/2019/32635893263589An Efficient Compact Difference Method for Temporal Fractional Subdiffusion EquationsLei Ren0Lei Liu1School of Mathematics and Statistics, Shangqiu Normal University, Shangqiu 476000, ChinaSchool of Mathematics and Statistics, Shangqiu Normal University, Shangqiu 476000, ChinaIn 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.http://dx.doi.org/10.1155/2019/3263589
spellingShingle Lei Ren
Lei Liu
An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations
Advances in Mathematical Physics
title An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations
title_full An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations
title_fullStr An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations
title_full_unstemmed An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations
title_short An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations
title_sort efficient compact difference method for temporal fractional subdiffusion equations
url http://dx.doi.org/10.1155/2019/3263589
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AT leiliu anefficientcompactdifferencemethodfortemporalfractionalsubdiffusionequations
AT leiren efficientcompactdifferencemethodfortemporalfractionalsubdiffusionequations
AT leiliu efficientcompactdifferencemethodfortemporalfractionalsubdiffusionequations