Implicit difference schemes for fractional diffusion equations

Implicit difference schemes for fractional diffusion equations
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发表时间:
2013
期刊:
Communication on Applied Mathematics and Computation
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通讯作者:
Lin Chang-pin
Lin Chang-pin
中科院分区:
其他
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作者:
Lin Chang-pin

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利用移位Griinwald方法,得到了分数阶扩散方程的三种隐式差分格式,其中两种亚扩散方程的差分格式通过von Neumann稳定性分析得到了无条件稳定性,另一种超扩散方程的差分格式通过同样的方法得到了条件稳定性,并通过两个数值例子验证了格式的有效性.
Three kinds of implicit difference schemes for fractional diffusion equations are derived by using the shifted Griinwald method.Two of these schemes for the subdiffusion equation are unconditionally stable by using von Neumann stability analysis,and another for the superdiffusion equation is conditionally stable via the same method.Two numerical examples are provided to demonstrate the efficiency of the schemes.