Numerical Methods for Partial Differential Equations · 2019 · 17 citations · 38 references
Numerical AnalysisEngineeringFractional-order SystemRectangular DomainCaputo Time‐fractional DerivativeNumerical SolutionsNumerical SimulationAnomalous DiffusionImplicit Difference ApproximationFractional StochasticsFractional Dynamic
In this paper, we consider a two‐dimensional multi‐term time‐fractional Oldroyd‐B equation on a rectangular domain. Its analytical solution is obtained by the method of separation of variables. We employ the finite difference method with a discretization of the Caputo time‐fractional derivative to obtain an implicit difference approximation for the equation. Stability and convergence of the approximation scheme are established in the L ∞ ‐norm. Two examples are given to illustrate the theoretical analysis and analytical solution. The results indicate that the present numerical method is effective for this general two‐dimensional multi‐term time‐fractional Oldroyd‐B model.
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