An analysis of a second order difference scheme for the fractional subdiffusion system

In this paper, an implicit finite difference method is explored for the fractional subdiffusion system. The method is proved to be uniquely solvable, stable and convergent when 0 < gamma <= log(2) 3 - 1 with the order of O(tau(2) + h(2)) in L-infinity norm by the energy method with some novel skilled processing. Numerical experiments show that the scheme is second-order accuracy in temporal direction and can reduce the storage requirement and CPU time. The capability upon physical simulation of the scheme is good and it can be used to imitate the subdiffusive process of the fractional dynamical system. (C) 2015 Elsevier Inc. All rights reserved.