A modified compact ADI method and its extrapolation for two-dimensional fractional subdiffusion equations (Q330400): Difference between revisions

This paper focuses on a description of a simple but efficient numerical method for a time-dependent two-dimensional fractional subdiffusion problem. A new compact alternating direction implicit (ADI) method is developed and numerically analysed. Solvability of the scheme is shown and the stability and convergence of the scheme is proven. The Richardson extrapolation algorithm is used to improve the temporal accuracy. The presented numerical results confirm the theoretical analysis of the scheme.