Difference scheme for an interface problem for subdiffusion equation

Authors

  • Aleksandra Delić University of Belgrade, Faculty of Mathematics, Studentski trg 16, 11000 Belgrade, Serbia Author
  • Sandra Hodžić University of Belgrade, Faculty of Mathematics, Studentski trg 16, 11000 Belgrade, Serbia Author
  • Boško S. Jovanović University of Belgrade, Faculty of Mathematics, Studentski trg 16, 11000 Belgrade, Serbia Author

Keywords:

fractional derivatives, interface problem, finite differences, factorized scheme, stability, convergence rate

Subjects:

35R11, 65M12, 65M15

Abstract

An implicit finite-difference scheme for numerical approximation of an initial-boundaryvalue problem with an interface for a two-dimensional subdiffusion equation with variablecoefficients is proposed. Its stability is investigated and the corresponding convergencerate estimate is obtained. In a special case an efficient factorized scheme is proposedand investigated.

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Published

2016-10-15