A new difference scheme for the time fractional diffusion equation

In this paper we construct a new difference analog of the Caputo fractional derivative (called the L2-1σ formula). The basic properties of this difference operator are investigated and on its basis some difference schemes generating approximations of the second and fourth order in space and the seco...

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Bibliographic Details
Published inJournal of computational physics Vol. 280; pp. 424 - 438
Main Author Alikhanov, Anatoly A.
Format Journal Article
LanguageEnglish
Published Elsevier Inc 01.01.2015
Subjects
Approximation
Convergence
Derivatives
Diffusion
Finite difference method
Fractional diffusion equation
Mathematical analysis
Mathematical models
Operators
Stability
Fractional diffusion equation
Stability
Finite difference method
Convergence
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Summary:In this paper we construct a new difference analog of the Caputo fractional derivative (called the L2-1σ formula). The basic properties of this difference operator are investigated and on its basis some difference schemes generating approximations of the second and fourth 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 L2-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.
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ISSN:0021-9991
1090-2716
DOI:10.1016/j.jcp.2014.09.031