Article ID Journal Published Year Pages File Type
521435 Journal of Computational Physics 2013 13 Pages PDF
Abstract

The aim of this paper is to study the high order difference scheme for the solution of modified anomalous fractional sub-diffusion equation. The time fractional derivative is described in the Riemann–Liouville sense. In the proposed scheme we discretize the space derivative with a fourth-order compact scheme and use the Grünwald–Letnikov discretization of the Riemann–Liouville derivative to obtain a fully discrete implicit scheme. We analyze the solvability, stability and convergence of the proposed scheme using the Fourier method. The convergence order of method is O(τ+h4)O(τ+h4). Numerical examples demonstrate the theoretical results and high accuracy of the proposed scheme.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science Applications
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