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A compact difference scheme for fourth-order fractional sub-diffusion equations with Neumann boundary conditions
Authors:Zhongsheng  Yao and Zhibo  Wang
Abstract:In this paper, a compact finite difference scheme with global convergence order $O(\tau^{2}+h^4)$ is derived for fourth-order fractional sub-diffusion equations subject to Neumann boundary conditions. The difficulty caused by the fourth-order derivative and Neumann boundary conditions is carefully handled. The stability and convergence of the proposed scheme are studied by the energy method. Theoretical results are supported by numerical experiments.
Keywords:Fourth-order fractional sub-diffusion equation  compact difference scheme  energy method  
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