Du Fort-Frankel scheme for the variable order time fractional diffusion equation
Abstract
In this paper, we consider the variable order time fractional diffusion equations in a finite domain. A Du Fort-Frankel finite difference method is introduced to solve these equations. The stability condition for this scheme is discussed and proved via the approach of Fourier analysis. Numerical examples are prepared to illutrate that the numerical method is computationally efficient.
Keywords
Variable order time fractional diffusion equation, Du Fort-Frankel method, Stability, Fourier analysis
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