English

Compact difference schemes for the modified anomalous fractional sub-diffusion equation and the fractional diffusion-wave equation

Numerical Analysis 2015-06-17 v2

Abstract

In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order which depends on the order of fractional derivatives in the equations and is usually less than two. Based on the idea of weighted and shifted Grunwald difference operator, we establish schemes with temporal and spatial accuracy order equal to two and four respectively.

Keywords

Cite

@article{arxiv.1310.5298,
  title  = {Compact difference schemes for the modified anomalous fractional sub-diffusion equation and the fractional diffusion-wave equation},
  author = {Zhibo Wang and Seakweng Vong},
  journal= {arXiv preprint arXiv:1310.5298},
  year   = {2015}
}

Comments

20 pages, 1 figures