Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
An Implicit Numerical Method for Fractional Diffusion Equations
Toshiyuki Koto
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2007 Volume 17 Issue 1 Pages 43-58

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Abstract
This paper is concerned with a numerical method for solving a model equation of anomalous diffusion expressed with fractional integral with respect to the time variable t. In particular, a semi-discretization scheme derived from the application of the fractional trapezoidal rule proposed by Lubich in the mid 80's to the integral is examined. It is verified that the scheme converges in a special case where the exact solution is represented in a generalized Taylor form in fractional powers of t. Numerical examples are also presented which suggest convergence of the scheme in more general cases.(Theory)
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© 2007 The Japan Society for Industrial and Applied Mathematics
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