@Article{EAJAM-4-222, author = {Seakweng Vong and Zhibo Wang}, title = {High Order Difference Schemes for a Time Fractional Differential Equation with Neumann Boundary Conditions}, journal = {East Asian Journal on Applied Mathematics}, year = {2018}, volume = {4}, number = {3}, pages = {222--241}, abstract = {
A compact finite difference scheme is derived for a time fractional differential equation subject to Neumann boundary conditions. The proposed scheme is second-order accurate in time and fourth-order accurate in space. In addition, a high order alternating direction implicit (ADI) scheme is also constructed for the two-dimensional case. The stability and convergence of the schemes are analysed using their matrix forms.
}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.281013.300414a}, url = {http://global-sci.org/intro/article_detail/eajam/10834.html} }