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A high-order exponential ADI scheme for two dimensional time fractional convection-diffusion equations
Wang Z.; Vong S.
2014
Source PublicationComputers and Mathematics with Applications
ISSN08981221
Volume68Issue:3Pages:185-196
Abstract

In this paper, a high order compact exponential alternating direction implicit (ADI) scheme for two dimensional fractional convection-diffusion equations is proposed with O(τ3+h14+h24) accuracy, where τ,, 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. © 2014 Elsevier Ltd. All rights reserved.

KeywordAlternating Direction Implicit (Adi) Method Convergence High Order Compact Exponential Difference Scheme Two Dimensional Fractional Convection-diffusion Equation
DOI10.1016/j.camwa.2014.05.016
URLView the original
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000340316100010
Scopus ID2-s2.0-84904611093
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorVong S.
AffiliationUniversidade de Macau
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Wang Z.,Vong S.. A high-order exponential ADI scheme for two dimensional time fractional convection-diffusion equations[J]. Computers and Mathematics with Applications, 2014, 68(3), 185-196.
APA Wang Z.., & Vong S. (2014). A high-order exponential ADI scheme for two dimensional time fractional convection-diffusion equations. Computers and Mathematics with Applications, 68(3), 185-196.
MLA Wang Z.,et al."A high-order exponential ADI scheme for two dimensional time fractional convection-diffusion equations".Computers and Mathematics with Applications 68.3(2014):185-196.
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