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

Authors

Shujuan Lü
Tao Xu
Zhaosheng Feng, The University of Texas Rio Grande Valley

Document Type

Article

Publication Date

6-2021

Abstract

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(τ2+h2) under certain conditions. Some numerical examples are illustrated which are in good agreement with our theoretical results.

Comments

http://www.elsevier.com/open-access/userlicense/1.0/

Recommended Citation

Lü, Shujuan, Tao Xu, and Zhaosheng Feng. "A second-order numerical method for space–time variable-order diffusion equation." Journal of Computational and Applied Mathematics 389 (2021): 113358. https://doi.org/10.1016/j.cam.2020.113358

Publication Title

Journal of Computational and Applied Mathematics

DOI

10.1016/j.cam.2020.113358