Crank-Nicolson finite difference method for two-dimensional fractional sub-diffusion equation

Ali, Umair and Abdullah, Farah Aini and Ismail, Ahmad Izani (2017) Crank-Nicolson finite difference method for two-dimensional fractional sub-diffusion equation. Journal of Interpolation and Approximation in Scientific Computing, 2017 (2). pp. 18-29. ISSN 2194-3907

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Abstract

A Crank-Nicolson finite difference method is presented to solve the time fractional two-dimensional sub-diffusion equation in the case where the Gr¨unwald-Letnikov definition is used for the time-fractional derivative. The stability and convergence of the proposed Crank-Nicolson scheme are also analyzed. Finally, numerical examples are presented to test that the numerical scheme is accurate and feasible.

Item Type: Article
Subjects: Q Science > QA Mathematics > QA1-939 Mathematics
Divisions: Pusat Pengajian Sains Matematik (School of Mathematical Sciences) > Article
Depositing User: Mr Noorazilan Noordin
Date Deposited: 25 Jan 2018 06:50
Last Modified: 25 Jan 2018 06:50
URI: http://eprints.usm.my/id/eprint/38542

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