Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations
نویسندگان
چکیده
منابع مشابه
An ADI Crank-Nicolson Orthogonal Spline Collocation Method for the Two-Dimensional Fractional Diffusion-Wave Equation
A new method is formulated and analyzed for the approximate solution of a twodimensional time-fractional diffusion-wave equation. In this method, orthogonal spline collocation is used for the spatial discretization and, for the time-stepping, a novel alternating direction implicit (ADI) method based on the Crank-Nicolson method combined with the L1-approximation of the time Caputo derivative of...
متن کاملConvergence analysis of Crank–Nicolson and Rannacher time-marching
This paper presents a convergence analysis of Crank–Nicolson and Rannacher time-marching methods which are often used in finite difference discretizations of the Black–Scholes equations. Particular attention is paid to the important role of Rannacher’s startup procedure, in which one or more initial timesteps use backward Euler timestepping, to achieve second-order convergence for approximation...
متن کاملA Note on Crank-Nicolson Scheme for Burgers’ Equation
In this work we generate the numerical solutions of the Burgers’ equation by applying the Crank-Nicolson method directly to the Burgers’ equation, i.e., we do not use Hopf-Cole transformation to reduce Burgers’ equation into the linear heat equation. Absolute error of the present method is compared to the absolute error of the two existing methods for two test problems. The method is also analy...
متن کاملthe innovation of a statistical model to estimate dependable rainfall (dr) and develop it for determination and classification of drought and wet years of iran
آب حاصل از بارش منبع تأمین نیازهای بی شمار جانداران به ویژه انسان است و هرگونه کاهش در کم و کیف آن مستقیماً حیات موجودات زنده را تحت تأثیر منفی قرار می دهد. نوسان سال به سال بارش از ویژگی های اساسی و بسیار مهم بارش های سالانه ایران محسوب می شود که آثار زیان بار آن در تمام عرصه های اقتصادی، اجتماعی و حتی سیاسی- امنیتی به نحوی منعکس می شود. چون میزان آب ناشی از بارش یکی از مولفه های اصلی برنامه ...
15 صفحه اولA Crank-Nicolson Leapfrog stabilization: Unconditional stability and two applications
We propose and analyze a linear stabilization of the Crank-Nicolson Leap-Frog (CNLF) method that removes all timestep / CFL conditions for stability and controls the unstable mode. It also increases the SPD part of the linear system to be solved at each time step. We give a proof of unconditional stability of the method as well as a proof of unconditional, asymptotic stability of both the stabl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2017
ISSN: 1687-1847
DOI: 10.1186/s13662-017-1150-1