Finite difference/spectral approximations for the time-fractional diffusion equation

作者: Yumin Lin , Chuanju Xu

DOI: 10.1016/J.JCP.2007.02.001

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摘要: In this paper, we consider the numerical resolution of a time-fractional diffusion equation, which is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative (of order α, with 0⩽ α⩽ 1). The main purpose of this work is to construct and analyze stable and high order scheme to efficiently solve the time-fractional diffusion equation. The proposed method is based on a finite difference scheme in time and Legendre spectral methods in space. Stability and convergence of the method are …

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