Linearized Crank–Nicolson Scheme for the Two-Dimensional Nonlinear Riesz Space-Fractional Convection–Diffusion Equation

Abstract

In this paper, we study the nonlinear Riesz space-fractional convection–diffusion equation over a finite domain in two dimensions with a reaction term. The Crank–Nicolson difference method for the temporal and the weighted–shifted Grünwald–Letnikov difference method for the spatial discretization are proposed to achieve a second-order convergence in time and space. The D’Yakonov alternating–direction implicit technique, which is effective in two–dimensional problems, is applied to find the solution alternatively and reduce the computational cost. The unconditional stability and convergence analyses are proved theoretically. Numerical experiments with their known exact solutions are conducted to illustrate our theoretical investigation. The numerical results perfectly confirm the effectiveness and computational accuracy of the proposed method.

Keywords

• nonlinear system of equations
• fractional convection–diffusion equation
• ADI method
• unconditional stability
• convergence