Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation

Authors:
Chang-Ming Chen;F. Liu;V. Anh;I. Turner
Affiliations:
cmchen@xmu.edu.cn;f.liu@qut.edu.au and v.anh@qut.edu.au and i.turner@qut.edu.au;-;-
Venue:
SIAM Journal on Scientific Computing
Year:
2010

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Abstract

In this paper, we consider a variable-order anomalous subdiffusion equation. A numerical scheme with first order temporal accuracy and fourth order spatial accuracy for the equation is proposed. The convergence, stability, and solvability of the numerical scheme are discussed via the technique of Fourier analysis. Another improved numerical scheme with second order temporal accuracy and fourth order spatial accuracy is also proposed. Some numerical examples are given, and the results demonstrate the effectiveness of theoretical analysis.