Difference scheme for an interface problem for subdiffusion equation

Aleksandra Delić, Sandra Hodžić, Boško S. Jovanović

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.