A Characteristic Difference Scheme for Time-Fractional Heat Equations Based on the Crank-Nicholson Difference Schemes
Ibrahim Karatay and
Serife R. Bayramoglu
Abstract and Applied Analysis, 2012, vol. 2012, 1-11
Abstract:
We consider the numerical solution of a time-fractional heat equation, which is obtained from the standard diffusion equation by replacing the first-order time derivative with Riemann - Liouville fractional derivative of order α , where . The main purpose of this work is to extend the idea on Crank-Nicholson method to the time-fractional heat equations. We prove that the proposed method is unconditionally stable, and the numerical solution converges to the exact one with the order . Numerical experiments are carried out to support the theoretical claims.
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:548292
DOI: 10.1155/2012/548292
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