Residential College | false |
Status | 已發表Published |
CRANK–NICOLSON ALTERNATIVE DIRECTION IMPLICIT METHOD FOR SPACE-FRACTIONAL DIFFUSION EQUATIONS WITH NONSEPARABLE COEFFICIENTS | |
XUE-LEI LIN1; MICHAEL K. NG1; HAI-WEI SUN2 | |
2019-05 | |
Source Publication | SIAM JOURNAL ON NUMERICAL ANALYSIS |
ISSN | 0036-1429 |
Volume | 57Issue:3Pages:997-1019 |
Abstract | In this paper, we study the Crank–Nicolson alternative direction implicit (ADI) method for two-dimensional Riesz space-fractional diffusion equations with nonseparable coefficients. Existing ADI methods are only shown to be unconditional stable when coefficients are some special separable functions. The main contribution of this paper is to show under mild assumptions the unconditional stability of the proposed Crank–Nicolson ADI method in discrete ℓ2 norm and the consistency of cross perturbation terms arising from the Crank–Nicolson ADI method. Also, we demonstrate that several consistent spatial discretization schemes satisfy the required assumptions. Numerical results are presented to examine the accuracy and the efficiency of the proposed ADI methods. |
Keyword | Nonseparable Variable Coefficients Crank–nicolson Adi Methods Space-fractional Diffusion Equations Unconditional Stability Analysis |
DOI | 10.1137/18M1195693 |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000473085400002 |
Publisher | SIAM PUBLICATIONS3600 UNIV CITY SCIENCE CENTER, PHILADELPHIA, PA 19104-2688 |
Scopus ID | 2-s2.0-85067054052 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
Corresponding Author | XUE-LEI LIN; MICHAEL K. NG; HAI-WEI SUN |
Affiliation | 1.Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong 2.Department of Mathematics, University of Macau, Macau, Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | XUE-LEI LIN,MICHAEL K. NG,HAI-WEI SUN. CRANK–NICOLSON ALTERNATIVE DIRECTION IMPLICIT METHOD FOR SPACE-FRACTIONAL DIFFUSION EQUATIONS WITH NONSEPARABLE COEFFICIENTS[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 57(3), 997-1019. |
APA | XUE-LEI LIN., MICHAEL K. NG., & HAI-WEI SUN (2019). CRANK–NICOLSON ALTERNATIVE DIRECTION IMPLICIT METHOD FOR SPACE-FRACTIONAL DIFFUSION EQUATIONS WITH NONSEPARABLE COEFFICIENTS. SIAM JOURNAL ON NUMERICAL ANALYSIS, 57(3), 997-1019. |
MLA | XUE-LEI LIN,et al."CRANK–NICOLSON ALTERNATIVE DIRECTION IMPLICIT METHOD FOR SPACE-FRACTIONAL DIFFUSION EQUATIONS WITH NONSEPARABLE COEFFICIENTS".SIAM JOURNAL ON NUMERICAL ANALYSIS 57.3(2019):997-1019. |
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