Abstract
An alternating direction implicit (ADI) fractional trapezoidal rule (FTR) type difference scheme is formulated and analysed for a two-dimensional fractional evolution equation. In this method, standard central difference approximation used for the spatial discretization and the time stepping – an ADI scheme based on FTR, combined with chosen second-order fractional quadrature rule suggested by Lubich, are considered. The L2, H1-stability and convergence are derived. Numerical experiments in total agreement with our analysis are reported.
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