Acta mathematica scientia,Series A ›› 2018, Vol. 38 ›› Issue (6): 1122-1134.

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A Kind of Efficient Difference Method for the Time Fractional Sub-Diffusion Equation

Yadi Zhao,Lifei Wu,Xiaozhong Yang*(),Shuzhen Sun   

  1. Institute of Information and Computation, Mathematics and Physics Department, North China Electric Power University, Beijing 102206
  • Received:2017-04-11 Online:2018-12-26 Published:2018-12-27
  • Contact: Xiaozhong Yang E-mail:yxiaozh@ncepu.edu.cn
  • Supported by:
    the NSFC(11371135);the Fundamental Research Funds for the Central Universities(2018MS168)

Abstract:

In this paper, a kind of numerical difference method of explicit-implicit(E-I) scheme and implicit-explicit(I-E) scheme was constructed for solving the time fractional sub-diffusion equation. It is based on the combination of the explicit scheme and implicit scheme. Theoretical analyses have shown that the solution of E-I(I-E) scheme is uniquely solvable. At the same time the stability and convergence of the scheme were proved by the Fourier method. Numerical experiments verified the theoretical analyses and showed the computational efficiency of E-I scheme is 75% higher than the implicit scheme under the premise of unconditional stability and having better accuracy. Therefore it is feasible to use the scheme for solving the time fractional diffusion equation.

Key words: Time fractional sub-fractional equation, Explicit-implicit (implicit-explicit) difference scheme, Stability, Convergence, Numerical experiments

CLC Number: 

  • O241.8
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