EMIS ELibM Electronic Journals Publications de l'Institut Mathématique, Nouvelle Série
Vol. 99(113), pp. 1–13 (2016)

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FACTORIZED DIFFERENCE SCHEME FOR TWO-DIMENSIONAL SUBDIFFUSION EQUATION IN NONHOMOGENEOUS MEDIA

Aleksandra Delic, Sandra Hodzic, Bosko S. Jovanovic

University of Belgrade, Faculty of Mathematics, Belgrade, Serbia

Abstract: A factorized finite-difference scheme for numerical approximation of initial-boundary value problem for two-dimensional subdiffusion equation in nonhomogeneous media is proposed. Its stability and convergence are investigated. The corresponding error bounds are obtained.

Keywords: fractional derivative; subdiffusion; finite differences; factorized scheme; stability; convergence rate

Classification (MSC2000): 35R11; 65N12; 65N15

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Electronic fulltext finalized on: 12 Apr 2016. This page was last modified: 20 Apr 2016.

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