Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation (Q1944748)

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Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation
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    Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation (English)
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    27 March 2013
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    The author proposes a pair of compact alternating direction implicit schemes, I and II, for solving a two-dimensional time fractional diffusion equation describing subdiffusive phenomena with a nonhomogeneous term. Scheme I is obtained by replacing the value of the current time level with the previous one. The stability and accuracy of scheme I are investigated. Scheme I has the advantage of high accuracy with the coefficient matrix still being tridiagonal; therefore, the linear system of equations is easy to solve efficiently to a high accuracy. It is also shown that scheme I is unconditionally stable and convergent. Depending on the value of the parameter \(\gamma\in(0,1)\) in the Caputo fractional derivative \(_0^CD_t^\gamma u\) of the function \(u(x, y, t)\) making the left hand-side term of the given diffusion equation, scheme I is good for \(\gamma\in[1/2,1)\). Scheme II, which comes with a correction term, is more suitable for \(\gamma\in[0,1/2)\). The theoretical analysis is verified by some numerical experiments.
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    multidimensional fractional differential equation
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    compact scheme
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    finite difference
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    alternating direction implicit
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    stability
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    convergence
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    fractional diffusion equation
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    Caputo fractional derivative
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    numerical experiments
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