Compact alternating direction implicit method for two-dimensional time fractional diffusion equation

  • Authors:
  • Mingrong Cui

  • Affiliations:
  • School of Mathematics, Shandong University, Jinan 250100, Shandong, China

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2012

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Abstract

High-order compact finite difference scheme with operator splitting technique for solving two-dimensional time fractional diffusion equation is considered in this paper. A Grunwald-Letnikov approximation is used for the Riemann-Liouville time derivative, and the second order spatial derivatives are approximated by the compact finite differences to obtain a fully discrete implicit scheme. Alternating direction implicit (ADI) method is used to split the original problem into two separate one-dimensional problems. The local truncation error is analyzed and the stability is discussed by the Fourier method. The proposed scheme is suitable when the order of the time fractional derivative @c lies in the interval 12,1. A correction term is added to maintain high accuracy when @c@?0,12. Numerical results are provided to verify the accuracy and efficiency of the proposed algorithm.