کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
503196 | 863748 | 2012 | 7 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: A finite difference method with non-uniform timesteps for fractional diffusion equations A finite difference method with non-uniform timesteps for fractional diffusion equations](/preview/png/503196.png)
An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the behavior of the solution in order to keep the numerical errors small without the penalty of a huge computational cost. The method is unconditionally stable and convergent. In fact, it is shown that consistency and stability implies convergence for a rather general class of fractional finite difference methods to which the present method belongs. The huge computational advantage of adaptive methods against fixed step methods for fractional diffusion equations is illustrated by solving the problem of the dispersion of a flux of subdiffusive particles stemming from a point source.
Journal: Computer Physics Communications - Volume 183, Issue 12, December 2012, Pages 2594–2600