An alternating direction implicit orthogonal spline collocation method for the two dimensional multi-term time fractional integro-differential equation

An alternating direction implicit orthogonal spline collocation method for the two dimensional multi-term time fractional integro-differential equation
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二维多项时间分数阶积分微分方程的交替方向隐式正交样条配置方法

DOI:
10.1016/j.apnum.2020.01.003
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发表时间:
2020-05
影响因子:
2.8
通讯作者:
Xu Da
Xu Da
中科院分区:
数学2区
文献类型:
--
作者:
Qiao Leijie;Wang Zhibo;Xu Da

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本文讨论了二维多项时间分数阶积分微分方程的一种新的数值逼近。该方法基于高阶正交样条配置(OSC)方法进行空间离散,经典的Caputo分数阶导数L1近似,时间上的交替方向隐式(ADI)方法,结合Lubich提出的二阶分数阶求积规则来近似积分项。详细分析了所提出的方案的最佳误差估计的严格讨论。数值结果支持理论分析。
In this paper, a new numerical approximation is discussed for the two dimensional multi-term time fractional integro-differential equation. The proposed technique is based on the high order orthogonal spline collocation (OSC) method for the spatial discretization, the classical L1 approximation for the Caputo fractional derivative, and an alternating direction implicit (ADI) method in time, combined with the second order fractional quadrature rule proposed by Lubich to approximate the integral term. Detailed analysis for the optimal error estimate of the proposed scheme is rigorously discussed. Numerical results are listed to support the theoretical analysis.
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