Hermite Pseudospectral Method For The Time Fractional Diffusion Equation With Variable Coefficients
INTERNATIONAL JOURNAL OF NONLINEAR SCIENCES AND NUMERICAL SIMULATION(2017)
摘要
We consider the initial value problem of the time fractional diffusion equation on the whole line and the fractional derivative is described in Caputo sense. A fully discrete Hermite pseudospectral approximation scheme is structured basing Hermite-Gauss points in space and finite difference in time. Unconditionally stability and convergence are proved. Numerical experiments are presented and the results conform to our theoretical analysis.
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关键词
time fractional diffusion equations, Hermite pseudospectral method, Caputo derivative, unconditional stability
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