A Second-Order Accurate Implicit Difference Scheme for Time Fractional Reaction-Diffusion Equation with Variable Coefficients and Time Drift Term

A Second-Order Accurate Implicit Difference Scheme for Time Fractional Reaction-Diffusion Equation with Variable Coefficients and Time Drift Term

Year:    2019

Author:    Yong-Liang Zhao, Pei-Yong Zhu, Xian-Ming Gu, Xi-Le Zhao

East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 4 : pp. 723–754

Abstract

Two implicit finite difference schemes combined with the Alikhanov's $L$2-1$σ$-formula are applied to one- and two-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability and $L$2-convergence of the methods are established. It is shown that the convergence order of the methods is equal to 2 both in time and space. Numerical experiments confirm the theoretical results. Moreover, since the arising linear systems can be ill-conditioned, three preconditioned iterative methods are employed.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.200618.250319

East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 4 : pp. 723–754

Published online:    2019-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    32

Keywords:    Caputo fractional derivative L2-1σ-formula finite difference scheme time fractional reaction-diffusion equation iterative method.

Author Details

Yong-Liang Zhao

Pei-Yong Zhu

Xian-Ming Gu

Xi-Le Zhao