A new high order ADI numerical difference formula for time-fractional convection-diffusion equation

Abstract

Based on exponential transformation, quadratic interpolation polynomial and Padé approximation, a new high order finite difference scheme is proposed for solving the two-dimensional (2D) time-fractional convection-dominated diffusion equation (of order α ∈ (0, 1)). The resulting scheme is of (3−α)-order accuracy in time and fourth-order accuracy in space. In order to reduce the amount of computation, the alternating direction implicit (ADI) scheme is further developed. Numerical experiments are given to demonstrate the high accuracy and robustness of our new scheme.