01.12.2014 | Ausgabe 3/2014

Stability and Convergence of Modified Du Fort–Frankel Schemes for Solving Time-Fractional Subdiffusion Equations
- Zeitschrift:
- Journal of Scientific Computing > Ausgabe 3/2014
Wichtige Hinweise
Hong-lin Liao and Han-sheng Shi are supported by National Science Foundation for Young Scientists of China (No. 11001271, 11201239), and Ya-nan Zhang is supported by National Science Foundation of China (No. 11326229) and China Postdoctoral Science Foundation (2013M530265).
Abstract
A class of modified Du Fort–Frankel-type schemes is investigated for fractional subdiffusion equations in the Jumarie’s modified Riemann–Liouville form with constant, variable or distributed fractional order. New explicit difference methods are constructed by combining the \(L1\) approximation of the modified fractional derivative with the idea of Du Fort–Frankel scheme, well-known for ordinary diffusion equations. Unconditional stability of the explicit methods is established in the sense of a discrete energy norm. The proposed schemes are shown to be convergent under the time-step (consistency) restriction of the classical Du Fort–Frankel scheme. Numerical examples are included to support our theoretical results.