Alternating-direction implicit finite difference methods for a new two-dimensional two-sided space-fractional diffusion equation

Abstract

Abstract According to the principle of conservation of mass and the fractional Fick’s law, a new two-sided space-fractional diffusion equation was obtained. In this paper, we present two accurate and efficient numerical methods to solve this equation. First we discuss the alternating-direction finite difference method with an implicit Euler method (ADI–implicit Euler method) to obtain an unconditionally stable first-order accurate finite difference method. Second, the other numerical method combines the ADI with a Crank–Nicolson method (ADI–CN method) and a Richardson extrapolation to obtain an unconditionally stable second-order accurate finite difference method. Finally, numerical solutions of two examples demonstrate the effectiveness of the theoretical analysis.

Keywords

• Two-dimensional two-sided space-fractional diffusion equations
• The shifted left Grünwald formula
• The standard right Grünwald formula
• ADI methods
• Richardson extrapolation