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Numerical Solution to the Multi-Term Time Fractional Diffusion Equation in a Finite Domain

Numerical Solution to the Multi-Term Time Fractional Diffusion Equation in a Finite Domain

Abstract This paper deals with numerical solution to the multi-term time fractional diffusion equation in a finite domain. An implicit finite difference scheme is established based on Caputo's definition to the fractional derivatives, and the upper and lower bounds to the spectral radius of the coefficient matrix of the difference …