An ADI Crank-Nicolson orthogonal spline collocation method for the two-dimensional fractional diffusion-wave equation

DOI10.1007/S10915-015-0003-XzbMATH Open1328.65216arXiv1405.3264OpenAlexW2042502646MaRDI QIDQ897136FDOQ897136

Graeme Fairweather, Haixiang Zhang, Da Xu, Xuehua Yang

Publication date: 17 December 2015

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: A new method is formulated and analyzed for the approximate solution of a two-dimensional time-fractional diffusion-wave equation. In this method, orthogonal spline collocation is used for the spatial discretization and, for the time-stepping, a novel alternating direction implicit (ADI) method based on the Crank-Nicolson method combined with the $L1$-approximation of the time Caputo derivative of order $alphain(1,2)$. It is proved that this scheme is stable, and of optimal accuracy in various norms. Numerical experiments demonstrate the predicted global convergence rates and also superconvergence.

Full work available at URL: https://arxiv.org/abs/1405.3264

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zbMATH Keywords

superconvergenceCaputo derivativealternating direction implicit methodorthogonal spline collocation methodoptimal global convergence estimatestwo-dimensional fractional diffusion-wave equation

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) 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) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cited In (41)

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