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

DOI10.1007/S10915-015-0003-XMaRDI QIDQ897136zbMATH OpenOpenAlexFDO

Authors Xuehua Yang, Da Xu, Graeme Fairweather, Haixiang Zhang

Publication date 17 December 2015

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

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

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)

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.

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