Numerical Computation and Stability Analysis for the Fractional Subdiffusions with Spatial Variable Coefficients

摘要

In this paper, we propose an efficient compact finite difference method for a class of time-fractional subdiffusion equations with spatially variable coefficients. Based on the L2-1 sigma approximation formula of the time-fractional derivative and a fourth-order compact finite difference approximation to the spatial derivative, an efficient compact finite difference method is developed. The local truncation error and the solvability of the developed method are discussed in detail. The unconditional stability of the resulting scheme and also its convergence of second-order in time and fourth-order in space are rigorously proved using a discrete energy analysis method. Numerical examples are provided to demonstrate the accuracy and the theoretical results.