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Efficient and Stable Numerical Methods for Multi-Term Time Fractional Sub-Diffusion Equations

Efficient and Stable Numerical Methods for Multi-Term Time Fractional Sub-Diffusion Equations

Abstract Some efficient numerical schemes are proposed for solving one-dimensional (1D) and two-dimensional (2D) multi-term time fractional sub-diffusion equations, combining the compact difference approach for the spatial discretisation and L 1 approximation for the multi-term time Caputo fractional derivatives. The stability and convergence of these difference schemes are theoretically established. …