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A Compact Difference Scheme for Fractional Sub-diffusion Equations with the Spatially Variable Coefficient Under Neumann Boundary Conditions
Vong S.2; Lyu P.2; Wang Z.1,2
2016-02-01
Source PublicationJournal of Scientific Computing
ISSN08857474
Volume66Issue:2Pages:725-739
Abstract

In this paper, a compact finite difference scheme with global convergence order O(τ+h) is derived for fractional sub-diffusion equations with the spatially variable coefficient subject to Neumann boundary conditions. The difficulty caused by the variable coefficient and the Neumann boundary conditions is overcome by subtle decomposition of the coefficient matrices. The stability and convergence of the proposed scheme are studied using its matrix form by the energy method. The theoretical results are supported by numerical experiments.

KeywordCompact Difference Scheme Energy Method Fractional Sub-diffusion Equation Neumann Boundary Conditions Variable Coefficient
DOIhttp://doi.org/10.1007/s10915-015-0040-5
URLView the original
Indexed BySCI
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000368733500012
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Citation statistics
Cited Times [WOS]:22   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.University of Electronic Science and Technology of China
2.Universidade de Macau
Recommended Citation
GB/T 7714
Vong S.,Lyu P.,Wang Z.. A Compact Difference Scheme for Fractional Sub-diffusion Equations with the Spatially Variable Coefficient Under Neumann Boundary Conditions[J]. Journal of Scientific Computing,2016,66(2):725-739.
APA Vong S.,Lyu P.,&Wang Z..(2016).A Compact Difference Scheme for Fractional Sub-diffusion Equations with the Spatially Variable Coefficient Under Neumann Boundary Conditions.Journal of Scientific Computing,66(2),725-739.
MLA Vong S.,et al."A Compact Difference Scheme for Fractional Sub-diffusion Equations with the Spatially Variable Coefficient Under Neumann Boundary Conditions".Journal of Scientific Computing 66.2(2016):725-739.
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