Efficient and Stable Numerical Methods for Multi-Term Time Fractional Sub-Diffusion Equations

Efficient and Stable Numerical Methods for Multi-Term Time Fractional Sub-Diffusion Equations

Year:    2014

Author:    Jincheng Ren, Zhi-Zhong Sun

East Asian Journal on Applied Mathematics, Vol. 4 (2014), Iss. 3 : pp. 242–266

Abstract

Some efficient numerical schemes are proposed for solving one-dimensional (1D) and two-dimensional (2D) multi-term time fractional sub-diffusion equations, combining the compact difference approach for the spatial discretisation and $L1$ approximation for the multi-term time Caputo fractional derivatives. The stability and convergence of these difference schemes are theoretically established. Several numerical examples are implemented, testifying to their efficiency and confirming their convergence order.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.181113.280514a

East Asian Journal on Applied Mathematics, Vol. 4 (2014), Iss. 3 : pp. 242–266

Published online:    2014-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    25

Keywords:    Multi-term time fractional sub-diffusion equations compact/compact ADI difference scheme discrete energy method convergence.

Author Details

Jincheng Ren

Zhi-Zhong Sun