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空间-时间分数阶对流扩散方程的数值解法
引用本文:覃平阳,张晓丹.空间-时间分数阶对流扩散方程的数值解法[J].计算数学,2008,30(3):305-310.
作者姓名:覃平阳  张晓丹
作者单位:北京科技大学应用科学学院数力系,北京,100083
摘    要:本文考虑一个空间-时间分数阶对流扩散方程.这个方程是将一般的对流扩散方程中的时间一阶导数用α(0<α<1)阶导数代替,空间二阶导数用β(1<β<2)阶导数代替.本文提出了一个隐式差分格式,验证了这个格式是无条件稳定的,并证明了它的收敛性,其收敛阶为O(ι h).最后给出了数值例子.

关 键 词:对流扩散方程  分数阶导数  隐式差分格式  稳定性  收敛性

A NUMERICAL METHOD FOR THE SPACE-TIME FRACTIONAL CONVECTION-DIFFUSION EQUATION
Qin Pingyang,Zhang Xiaodan.A NUMERICAL METHOD FOR THE SPACE-TIME FRACTIONAL CONVECTION-DIFFUSION EQUATION[J].Mathematica Numerica Sinica,2008,30(3):305-310.
Authors:Qin Pingyang  Zhang Xiaodan
Institution:Department of Mathematics and Mechanics, Applied Science School,  University of Science and Technology Beijing, Beijing 100083,  China
Abstract:In this paper, a space-time fractional convection-diffusion equation is considered. The equation is obtained from the classical convection-diffusion equation by replacing the first-order time derivative, the second-order space derivative with fractional derivatives of order $\alpha$($0<\alpha<1$), $\beta$ ($1<\beta<2$)respectively. An implicit difference scheme is presented. It is shown that the method is unconditional stable and the convergence order of the method is $O(\tau+h)$ . Finally, some numerical examples are given.
Keywords:convection-diffusion equation  fractional-order derivative  implicit difference scheme  stability  convergence
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