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A COMPACT DIFFERENCE SCHEME FOR FOURTH-ORDER FRACTIONAL SUB-DIFFUSION EQUATIONS WITH NEUMANN BOUNDARY CONDITIONS
Author(s) -
Zhongsheng Yao,
Zhibo Wang
Publication year - 2018
Publication title -
journal of applied analysis and computation
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.55
H-Index - 21
eISSN - 2158-5644
pISSN - 2156-907X
DOI - 10.11948/2018.1159
Subject(s) - mathematics , neumann boundary condition , mathematical analysis , scheme (mathematics) , boundary value problem
In this paper, a compact finite difference scheme with global convergence order O(τ + h) is derived for fourth-order fractional sub-diffusion equations subject to Neumann boundary conditions. The difficulty caused by the fourth-order derivative and Neumann boundary conditions is carefully handled. The stability and convergence of the proposed scheme are studied by the energy method. Theoretical results are supported by numerical experiments.

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