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A Compact ADI Scheme for Two-dimensional Caputo-Hadamard Fractional Sub-diffusion Equations

Guan Kai-jing, Mo Yan, Wang Zhi-bo   

  1. School of Mathematics and Statistics, Guangdong University of Technology, Guangzhou 510520, China
  • Received:2023-03-13 Online:2024-05-25 Published:2024-05-25

Abstract: The compact alternating direction implicit (ADI) scheme for two-dimensional Caputo-Hadamard fractional sub-differential equations is studied. Firstly, the Caputo-Hadamard fractional derivative on exponential type meshes is approximated. Secondly, in order to solve the high-dimensional problems, a compact ADI method is proposed. With the help of mathematical induction and the properties of discrete coefficients, the stability and convergence of the proposed scheme are analyzed. Ultimately, an example is presented to show the effective of our analysis.

Key words: Caputo-Hadamard fractional differential equations, exponential type meshes, Compact ADI method, stability and convergence

CLC Number: 

  • O241.8
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