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An approximation scheme for the time fractional convection–diffusion equation

Juan Zhang, Xindong Zhang and Bohui Yang

Applied Mathematics and Computation, 2018, vol. 335, issue C, 305-312

Abstract: In this paper, a discrete form is proposed for solving time fractional convection–diffusion equation. Firstly, we obtain a time discrete scheme based on finite difference method. Secondly, we prove that the time discrete scheme is unconditionally stable, and the numerical solution converges to the exact one with order O(τ2−α), where τ is the time step size. Finally, two numerical examples are proposed respectively, to verify the order of convergence.

Keywords: Time fractional convection–diffusion equation; Caputo derivative; Stability; Convergence; Finite difference method (search for similar items in EconPapers)
Date: 2018
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:335:y:2018:i:c:p:305-312

DOI: 10.1016/j.amc.2018.04.019

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