﻿ 一类分数阶导数微分方程的隐式差分解法

# 一类分数阶导数微分方程的隐式差分解法An Implicit Finite Difference Scheme for Space-Time Fractional Partial Differential Equation

Abstract:
Fractional order differential equations are generalizations of classical differential equations. They are widely used in the fields of diffusive transport, finance, nonlinear dynamics, signal processing and others. In this paper, an implicit finite difference method for a class of initial-boundary value space-time fractional two-sided space partial differential equations with variable coefficients on a finite domain is established. The stability and convergence order are analyzed for the resulted implicit scheme. With mathematical induction skills, the scheme is proved to be unconditionally stable and convergent.

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