A Fast Temporal Second-Order Compact ADI Scheme for Time Fractional Mixed Diffusion-Wave Equations

A Fast Temporal Second-Order Compact ADI Scheme for Time Fractional Mixed Diffusion-Wave Equations

Year:    2021

Author:    Rui-Lian Du, Zhi-Zhong Sun

East Asian Journal on Applied Mathematics, Vol. 11 (2021), Iss. 4 : pp. 647–673

Abstract

A fast temporal second-order compact alternating direction implicit (ADI) difference scheme is proposed and analysed for 2D time fractional mixed diffusion-wave equations. The time fractional operators are approximated by mixed fast $L2$-$1_σ$ and fast $L1$-type formulas derived by using the sum-of-exponentials technique. The spatial derivatives are approximated by the fourth-order compact difference operator, which can be implemented by an ADI approach with relatively low computational cost. The resulting fast algorithm is computationally efficient in long-time simulations since the computational cost is significantly reduced. Numerical experiments confirm the effectiveness of the algorithm and theoretical analysis.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.271220.090121

East Asian Journal on Applied Mathematics, Vol. 11 (2021), Iss. 4 : pp. 647–673

Published online:    2021-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    27

Keywords:    Time fractional mixed diffusion-wave equations SOEs technique ADI difference scheme stability convergence.

Author Details

Rui-Lian Du

Zhi-Zhong Sun

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