Some high order difference schemes for the space and time fractional Bloch–Torrey equations

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摘要

In this paper, several difference schemes are proposed for both one-dimensional and two-dimensional space and time fractional Bloch–Torrey equations. The spatial second-order scheme and the spatial fourth-order compact scheme are established, respectively. The obtained schemes can achieve the global second-order numerical accuracy in time. The unique solvability, unconditional stability and convergence of the proposed schemes are proved by the energy method. Two ADI schemes are also discussed for the two dimensional problem. Numerical examples are given to verify the numerical accuracy and efficiency of the difference schemes.

论文关键词:Bloch–Torrey equation,Fractional differential equation,Riesz derivative,Finite difference scheme,Convergence,Stability

论文评审过程:Received 13 July 2015, Revised 5 January 2016, Accepted 18 January 2016, Available online 23 February 2016, Version of Record 23 February 2016.

论文官网地址:https://doi.org/10.1016/j.amc.2016.01.044