A Generalized Crank-Nicolson Method for the Solution of the Subdiffusion Equation

Abstract

In this paper we present a numerical solution of a one-dimensional subdiffusion equation with a fractional time derivative in the Caputo sense. The proposed algorithm is an extension of the Crank-Nicolson method for a classical parabolic partial differential equation. In the final part, we also present examples illustrating the comparison of the analytical solution with the results received by the proposed numerical method.