Two alternating direction implicit difference schemes for two-dimensional distributed-order fractional diffusion equations (Q2398486)

Similar to previous work, the computational complexity of directly treating the two-dimensional problem is reduced; the alternating direction implict (ADI) technique is used to separate the original two-dimensional problem into two sets of independent one-dimensional cases, which can be solved in a single direction easily, respectively. This article constructs an ADI scheme with second-order accuracy in both space and distributed order, for the solution of two-dimensional time-fractional diffusion equations. The unconditional stability and convergence of the obtained scheme are proved. These results are extended to the development of an ADI scheme with fourth-order accuracy through the use if the Simpson quadrature formula and spatially compact approximation technique. The convergence order can achieve four in both space and the distributed order, and unconditional stability is established via the energy method. The authors provide several numerical examples, through which the effectiveness and accuracy of the developed schemes are shown.