A new high order ADI numerical difference formula for time-fractional convection-diffusion equation

被引：13

作者：

Wu, Longyuan ^{[1
]}

Zhai, Shuying ^{[1
]}

机构：

[1] Huaqiao Univ, Sch Math Sci, Fujian Prov Univ Key Lab Computat Sci, Quanzhou 362021, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2020年 / 387卷

关键词：

Caputo fractional derivative; Time-fractional convection-diffusion equation; Exponential transformation; Pade approximation; ADI method; APPROXIMATION SCHEME; MODEL;

D O I：

10.1016/j.amc.2019.124564

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Based on exponential transformation, quadratic interpolation polynomial and Pade approximation, a new high order finite difference scheme is proposed for solving the two-dimensional (2D) time-fractional convection-dominated diffusion equation (of order alpha is an element of (0, 1)). The resulting scheme is of (3 - alpha)-order accuracy in time and fourth-order accuracy in space. In order to reduce the amount of computation, the alternating direction implicit (ADI) scheme is further developed. Numerical experiments are given to demonstrate the high accuracy and robustness of our new scheme. (C) 2019 Elsevier Inc. All rights reserved.

引用

页数：10

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