Crank-nicolson Finite Difference Method for Solving Time-fractional Diffusion Equation
نویسندگان
چکیده
In this paper, we develop the Crank-Nicolson finite difference method (C-N-FDM) to solve the linear time-fractional diffusion equation, formulated with Caputo’s fractional derivative. Special attention is given to study the stability of the proposed method which is introduced by means of a recently proposed procedure akin to the standard Von-Neumann stable analysis. Some numerical examples are presented and the behavior of the solution is examined to verify stability of the proposed method. It is found that the C-N-FDM is applicable, simple and efficient for such problems.
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