High‐order compact schemes for fractional differential equations with mixed derivatives |
| |
| Authors: | Seakweng Vong Chenyang Shi Pin Lyu |
| |
| Institution: | Department of Mathematics, University of Macau, Avenida da Universidade, Macau, China |
| |
| Abstract: | In this article, we consider two‐dimensional fractional subdiffusion equations with mixed derivatives. A high‐order compact scheme is proposed to solve the problem. We establish a sufficient condition and show that the scheme converges with fourth order in space and second order in time under this condition.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2141–2158, 2017 |
| |
| Keywords: | fractional differential equation high‐order compact scheme mixed derivatives |
|
|
