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Erschienen in: Journal of Scientific Computing 3/2015

18.03.2015

An ADI Crank–Nicolson Orthogonal Spline Collocation Method for the Two-Dimensional Fractional Diffusion-Wave Equation

verfasst von: Graeme Fairweather, Xuehua Yang, Da Xu, Haixiang Zhang

Erschienen in: Journal of Scientific Computing | Ausgabe 3/2015

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Abstract

A new method is formulated and analyzed for the approximate solution of a two-dimensional time-fractional diffusion-wave equation. In this method, orthogonal spline collocation is used for the spatial discretization and, for the time-stepping, a novel alternating direction implicit method based on the Crank–Nicolson method combined with the \(L1\)-approximation of the time Caputo derivative of order \(\alpha \in (1,2)\). It is proved that this scheme is stable, and of optimal accuracy in various norms. Numerical experiments demonstrate the predicted global convergence rates and also superconvergence.

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Metadaten
Titel
An ADI Crank–Nicolson Orthogonal Spline Collocation Method for the Two-Dimensional Fractional Diffusion-Wave Equation
verfasst von
Graeme Fairweather
Xuehua Yang
Da Xu
Haixiang Zhang
Publikationsdatum
18.03.2015
Verlag
Springer US
Erschienen in
Journal of Scientific Computing / Ausgabe 3/2015
Print ISSN: 0885-7474
Elektronische ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-015-0003-x

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