High‐order compact schemes for fractional differential equations with mixed derivatives |
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Authors: | Seakweng Vong Chenyang Shi Pin Lyu |
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Affiliation: | Department of Mathematics, University of Macau, Avenida da Universidade, Macau, China |
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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 |
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Keywords: | fractional differential equation high‐order compact scheme mixed derivatives |
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