Alternating Direction Implicit Galerkin Finite Element Method for the Two-Dimensional Time Fractional Evolution Equation

Abstract

New numerical techniques are presented for the solution of the two-dimensional time fractional evolution equation in the unit square. In these methods, Galerkin finite element is used for the spatial discretization, and, for the time stepping, new alternating direction implicit (ADI) method based on the backward Euler method combined with the first order convolution quadrature approximating the integral term are considered. The ADI Galerkin finite element method is proved to be convergent in time and in the L 2 norm in space. The convergence order is 𝓞(k|ln k| + hr ), where k is the temporal grid size and h is spatial grid size in the x and y directions, respectively. Numerical results are presented to support our theoretical analysis.