A second-order numerical method for space-time variable-order diffusion equation

被引：2

作者：

Lu, Shujuan ^{[1
]}

Xu, Tao ^{[1
]}

Feng, Zhaosheng ^{[2
]}

机构：

[1] Beihang Univ, Sch Math & Sci, Beijing 100191, Peoples R China

[2] Univ Texas Rio Grande Valley, Sch Math & Stat Sci, Edinburg, TX 78539 USA

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2021年 / 389卷 / 389期

基金：

中国国家自然科学基金;

关键词：

Diffusion equation; Finite difference scheme; Stability; Convergence;

D O I：

10.1016/j.cam.2020.113358

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a second-order finite difference scheme to study a class of space-time variable-order fractional diffusion equation, and show that the scheme is not only unconditionally stable but also convergent with the convergence order O(tau(2) + h(2)) under certain conditions. Some numerical examples are illustrated which are in good agreement with our theoretical results. (C) 2020 Elsevier B.V. All rights reserved.

引用

页数：16

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