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Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation

By Chang-Ming Chen, Fawang Liu, Ian Turner and Vo Anh

Abstract

Anomalous dynamics in complex systems have gained much interest\ud in recent years. In this paper, a two-dimensional anomalous subdiffusion\ud equation (2D-ASDE) is considered. Two numerical methods for solving the\ud 2D-ASDE are presented. Their stability, convergence and solvability are\ud discussed. A new multivariate extrapolation is introduced to improve the accuracy.\ud Finally, numerical examples are given to demonstrate the effectiveness\ud of the schemes and confirm the theoretical analysis

Topics: 010200 APPLIED MATHEMATICS, The Two-dimensional Problem, Anomalous Dynamics, Subdiffusion Equation, Fourier Analysis, Stability, Convergence, Multivariate Extrapolation
Publisher: Springer
Year: 2009
DOI identifier: 10.1007/s11075-009-9320-1
OAI identifier: oai:eprints.qut.edu.au:29756

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