High order difference schemes for a time fractional differential equation with Neumann boundary conditions
Numerical Analysis
2014-04-15 v3
Abstract
Based on our recent results, in this paper, a compact finite difference scheme is derived for a time fractional differential equation subject to the Neumann boundary conditions. The proposed scheme is second order accurate in time and fourth order accurate in space. In addition, a high order alternating direction implicit (ADI) scheme is also constructed for the two-dimensional case. Stability and convergence of the schemes are analyzed using their matrix forms.
Keywords
Cite
@article{arxiv.1311.5641,
title = {High order difference schemes for a time fractional differential equation with Neumann boundary conditions},
author = {Seakweng Vong and Zhibo Wang},
journal= {arXiv preprint arXiv:1311.5641},
year = {2014}
}
Comments
18 pages, 2 figures