A Characteristic Difference Scheme for Time-Fractional Heat Equations Based on the Crank-Nicholson Difference Schemes
We consider the numerical solution of a time-fractional heat equation, which is obtained from the standard diffusion equation by replacing the first-order time derivative with Riemann-Liouville fractional derivative of order α, where . The main purpose of this work is to extend the idea on Crank-Nic...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2012/548292 |
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| Summary: | We consider the numerical solution of a time-fractional heat equation, which is obtained from the standard diffusion equation by replacing the first-order time derivative with Riemann-Liouville fractional derivative of order α, where . The main purpose of this work is to extend the idea on Crank-Nicholson method to the time-fractional heat equations. We prove that the proposed method is unconditionally stable, and the numerical solution converges to the exact one with the order . Numerical experiments are carried out to support the theoretical claims. |
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| ISSN: | 1085-3375 1687-0409 |