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  • 标题:Compact Difference Schemes for a Class of Space-time Fractional Differential Equations
  • 本地全文:下载
  • 作者:Qinghua Feng
  • 期刊名称:Engineering Letters
  • 印刷版ISSN:1816-093X
  • 电子版ISSN:1816-0948
  • 出版年度:2019
  • 卷号:27
  • 期号:2
  • 页码:269-277
  • 出版社:Newswood Ltd
  • 摘要:In this paper, finite difference schemes for solvinga class of space-time fractional differential equations with theorder of the spatial fractional derivative more than two areinvestigated. First the time fractional derivative is approximatedby the L1 interpolation formula, while the spatial fractionalderivative is approximated by the fourth order weighted shiftedGr¨unwald-Letnikov derivative approximation formula. Thenbased on the concepts of the order reduction method andconstruction of compact schemes, two compact finite differenceschemes are developed. Theoretical analysis of unique solvability,stability and convergence of the present finite differenceschemes are discussed. Numerical experiments are also carriedout, and the numerical results show their good agreement withthe theoretical analysis.
  • 关键词:Space;time fractional differential equation;High order spatial fractional derivative; Compact finite difference;scheme; Unconditionally stable
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