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High order difference schemes for a time fractional differential equation with neumann boundary conditions
Vong S.; Wang Z.
2014
Source PublicationEast Asian Journal on Applied Mathematics
ISSN20797370 20797362
Volume4Issue:3Pages:222-241
Abstract

A compact finite difference scheme is derived for a time fractional differential equation subject to Neumann boundary conditions. The proposed scheme is secondorder accurate in time and fourth-order accurate in space. In addition, a high order alternating direction implicit (ADI) scheme is also constructed for the two-dimensional case. The stability and convergence of the schemes are analysed using their matrix forms. © 2014 Global-Science Press.

KeywordCompact Adi Scheme Convergence Neumann Boundary Conditions Time Fractional Differential Equation Weighted And Shifted Grünwald Difference Operator
DOIhttp://doi.org/10.4208/eajam.281013.300414a
URLView the original
Indexed BySCI
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000340033900002
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Cited Times [WOS]:14   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorVong S.; Wang Z.
AffiliationUniversidade de Macau
Recommended Citation
GB/T 7714
Vong S.,Wang Z.. High order difference schemes for a time fractional differential equation with neumann boundary conditions[J]. East Asian Journal on Applied Mathematics,2014,4(3):222-241.
APA Vong S.,&Wang Z..(2014).High order difference schemes for a time fractional differential equation with neumann boundary conditions.East Asian Journal on Applied Mathematics,4(3),222-241.
MLA Vong S.,et al."High order difference schemes for a time fractional differential equation with neumann boundary conditions".East Asian Journal on Applied Mathematics 4.3(2014):222-241.
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