Compact alternating direction implicit scheme for the two-dimensional fractional diffusion-wave equation

DOI10.1137/110840959MaRDI QIDQ2903049zbMATH OpenOpenAlexFDO

Authors Ya-Nan Zhang, Xuan Zhao, Zhizhong Sun

Publication date 23 August 2012

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/110840959

zbMATH Keywords

algorithmalternating direction implicit methodCaputo derivativeconvergenceCrank-Nicolson methodfinite differencestabilitytime-fractional wave equation

Mathematics Subject Classification ID

Wave equation (35L05) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Review text

The authors introduce and investigate an alternating direction implicit (ADI) method for numerically solving the two-dimensional time-fractional wave equation with Caputo type derivatives. The method uses a high order approach for the space discretization. The authors provide a rigorous convergence and stability analysis. In this way, they demonstrate that the algorithm can obtain highly accurate results without requiring very fine spatial meshes. In view of the memory properties of the fractional differential operator with respect to the time variable, this feature leads to a substantial reduction of the memory and runtime requirements of the algorithm if the solution of the differential equation is smooth (an assumption that, however, will in practice frequently not be satisfied). A simpler Crank-Nicoloson type algorithm is also described and compared to the first method.

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