Published January 1, 2018 | Version v1
Journal article Open

A Fourth Order Finite Difference Method for Time-Space Fractional Diffusion Equations

  • 1. Yangzhou Univ, Coll Math Sci, Yangzhou 225002, Jiangsu, Peoples R China

Description

A finite difference method for a class of time-space fractional diffusion equations is considered. The trapezoidal formula and a fourth-order fractional compact difference scheme are, respectively, used in temporal and spatial discretisations and the method stability is studied. Theoretical estimates of the convergence in the L-2 -norm are shown to be O(tau(2) + h(4)), where tau and h are time and space mesh sizes. Numerical examples confirm theoretical results.

Files

bib-fe4949ec-3c68-420e-9c9e-e7e35cda6d38.txt

Files (208 Bytes)

Name Size Download all
md5:8645839e9e79df509ce8adbf2c5908dd
208 Bytes Preview Download