RT - Journal Article
T1 - An Implicit Difference-ADI Method for the Two-dimensional Space-time Fractional Diffusion Equation
JF - IJMSI
YR - 2016
JO - IJMSI
VO - 11
IS - 2
UR - http://ijmsi.ir/article-1-492-en.html
SP - 71
EP - 86
K1 Two-dimensional fractional differential equation
K1 Space-time fractional diffusion equation
K1 Implicit difference method
K1 Alternating directions implicit methods
AB - Fractional order diffusion equations are generalizations of classical diffusion equations which are used to model in physics, finance, engineering, etc. In this paper we present an implicit difference approximation by using the alternating directions implicit (ADI) approach to solve the two-dimensional space-time fractional diffusion equation (2DSTFDE) on a finite domain. Consistency, unconditional stability, and therefore first-order convergence of the method are proven. Some numerical examples with known exact solution are tested, and the behavior of the errors are analyzed to demonstrate the order of convergence of the method.
LA eng
UL http://ijmsi.ir/article-1-492-en.html
M3
ER -