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.

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

MSC: 35R11, 65M12, 65M15

Pages:  298$-$314     

Volume  68 ,  Issue  4 ,  2016