Yayınlanmış 1 Ocak 2018 | Sürüm v1
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A Fourth Order Finite Difference Method for Time-Space Fractional Diffusion Equations

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

Açıklama

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.

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