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14 Clavero, J.C. Jorge / Applied Mathematics and Computation 287-288 (2016) 12-27
14 Clavero, J.C. Jorge / Applied Mathematics and Computation 287-288 (2016) 12-27
In this section we define the numerical method that we propose to discretize in time the continuous problem (1). We
consider the fractional implicit Euler method (see [6,21]), which can be written as a two half step scheme as follows. Let
τ ≡ T/M be the time step, and let us consider the uniform mesh I¯M = {tn = nτ , n = 0, 1, . . . , M}. Let un ≈ u(x, y, tn ), n =
0, 1, . . . , M, be the semidiscrete solutions to be defined here as follows:
(i ) (initialize)
u0 = ϕ (x, y ), (x, y ) ∈ .
(ii ) (first half step)
(I + τ Ln1+1
,ε )u
n+1/2
= un + τ f1n+1 , (x, y ) ∈ ,
u (x, y ) = g
n+1/2
(x, y ),
n+1/2
(x, y ) ∈ {0, 1} × [0, 1].
(iii ) (second half step)