Error analysis of a compact ADI scheme for the 2D fractional subdiffusion equation (Q461208)

The authors derive a compact alternating direction implicit (ADI) scheme for solving a two-dimensional fractional subdiffusion equation. The unique solvability, unconditional stability and convergence of the scheme are proved rigorously. Two error estimates are presented. One is \({\mathcal O}(\tau^{\min \{2-\frac{\gamma}{2} , 2\gamma \}}+h^4_1 +h^4_2 )\) in standard \(H^1\) norm, where \(\tau\) is the temporal grid size and \(h^1, h^2\) are spatial grid sizes; the other is \({\mathcal O}(\tau^{ 2\gamma} +h^4_1 +h^4_2 )\) in \(H^1_{\gamma}\) norm, a generalized norm which is associated with the Riemann-Liouville fractional integral operator. Numerical results are presented to support the theoretical conclusion.