A high-order exponential ADI scheme for two dimensional time fractional convection-diffusion equations

被引：31
|
作者：
Wang, Zhibo [1 ]
Vong, Seakweng [1 ]
机构：
[1] Univ Macau, Dept Math, Macao, Peoples R China
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2014年 / 68卷 / 03期
关键词：
Two dimensional fractional convection-diffusion equation; High order compact exponential difference scheme; Alternating direction implicit (ADI) method; Convergence; FINITE-DIFFERENCE SCHEME; APPROXIMATIONS; SUBDIFFUSION; ACCURACY;
D O I：
10.1016/j.camwa.2014.05.016
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a high order compact exponential alternating direction implicit (ADI) scheme for two dimensional fractional convection-diffusion equations is proposed with 0(tau(3-y) + h(1)(4) + h(2)(4) ) accuracy, where tau, h(1), h(2) are the temporal and spatial step sizes respectively. The convergence of the finite difference scheme is studied using its matrix form by the energy method. Difficulty arising from the convection term is overcome by an analysis based on the eigenvalue decomposition of nonsymmetric tridiagonal matrices. (C) 2014 Elsevier Ltd. All rights reserved.
引用
收藏
页码：185 / 196
页数：12
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