MATEMATIČKI VESNIK
МАТЕМАТИЧКИ ВЕСНИК



MATEMATIČKI VESNIK
Difference scheme for an interface problem for subdiffusion equation
Aleksandra Delić, Sandra Hodžić and Boško S. Jovanović

Abstract

An implicit finite-difference scheme for numerical approximation of an initial-boundary value problem with an interface for a two-dimensional subdiffusion equation with variable coefficients is proposed. Its stability is investigated and the corresponding convergence rate estimate is obtained. In a special case an efficient factorized scheme is proposed and investigated.

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Keywords: fractional derivatives; interface problem; finite differences; factorized scheme; stability; convergence rate.

MSC: 35R11, 65M12, 65M15

Pages:  298--314     

Volume  68 ,  Issue  4 ,  2016