A higher‐order unconditionally stable scheme for the solution of fractional diffusion equation

In this paper, a higher‐order compact finite difference scheme with multigrid algorithm is applied for solving one‐dimensional time fractional diffusion equation. The second‐order derivative with respect to space is approximated by higher‐order compact difference scheme. Then, Grünwald–Letnikov appr...

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Bibliographic Details

Published in:	Mathematical methods in the applied sciences Vol. 44; no. 4; pp. 3004 - 3022
Main Authors:	Ghaffar, Fazal, Ullah, Saif, Badshah, Noor, Khan, Najeeb Alam
Format:	Journal Article
Language:	English
Published:	Freiburg Wiley Subscription Services, Inc 15.03.2021
Subjects:	Algorithms Approximation compact iterative scheme convergence Error analysis Finite difference method Fourier analysis fractional diffusion equation Mathematical analysis Matrix methods multigrid method stability Stability analysis Truncation errors
ISSN:	0170-4214, 1099-1476
Online Access:	Get full text
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