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arXiv · 2108.10596

A second order difference scheme for time fractional diffusion equation with generalized memory kernel

Aslanbek Khibiev·Anatoly Alikhanov·Chengming Huang
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Abstract

In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_\lambda$L2-1$_\sigma$ formula). The fundamental features of this difference operator are studied and on its ground some difference schemes generating approximations of the second order in time for the generalized time-fractional diffusion equation with variable coefficients are worked out. We have proved stability and convergence of the given schemes in the grid $L_2$ - norm with the rate equal to the order of the approximation error. The achieved results are supported by the numerical computations performed for some test problems.

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Aslanbek Khibiev, Anatoly Alikhanov, Chengming Huang. 2021-08-24. A second order difference scheme for time fractional diffusion equation with generalized memory kernel. https://arxiv.org/abs/2108.10596

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