Finite difference approximation for two-dimensional time fractional diffusion equation
Zhuang, Pinghui & Liu, Fawang (2007) Finite difference approximation for two-dimensional time fractional diffusion equation. Journal of Algorithms & Computational Technology, 1(1), pp. 1-15.
Fractional diffusion equations have recently been used to model problems in physics, hydrology, biology and other areas of application. In this paper, we consider a two-dimensional time fractional diffusion equation (2D-TFDE) on a finite domain. An implicit difference approximation for the 2D-TFDE is presented. Stability and convergence of the method are discussed using mathematical induction. Finally, a numerical example is given. The numerical result is in excellent agreement with our theoretical analysis.
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