Factorized difference scheme for 2D fractional in time diffusion equation

Sandra Hodzic
2015 Applicable Analysis and Discrete Mathematics  
A factorized finite-difference scheme for numerical approximation of initialboundary value problem for two-dimensional fractional in time diffusion equation is proposed. Its stability is investigated and a convergence rate estimate is obtained.
doi:10.2298/aadm150426011h fatcat:wpw67yvkjrb3xf5dzme7ilu7oa