Alternating direction implicit compact difference scheme for the two-dimensional fractional evolution equation

The new implicit finite difference scheme for two-sided space-time fractional partial differential equation

Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initial- boundary value fractional partial differential equations with variable coefficients on a finite domain. S...

Solving Two-Dimensional Fuzzy Partial Dierential Equation by the Alternating Direction Implicit Method

An Implicit Difference-ADI Method for the Two-dimensional Space-time Fractional Diffusion Equation

Fractional order diffusion equations are generalizations of classical diffusion equations which are used to model in physics, finance, engineering, etc. In this paper we present an implicit difference approximation by using the alternating directions implicit (ADI) approach to solve the two-dimensional space-time fractional diffusion equation (2DSTFDE) on a finite domain. Consistency, unconditi...

Three-point combined compact alternating direction implicit difference schemes for two-dimensional time- fractional advection-diffusion equations

This paper is devoted to the discussion of numerical methods for solving twodimensional time-fractional advection-diffusion equations. Two different three-point combined compact alternating direction implicit (CC-ADI) schemes are proposed and then, the original schemes for solving the two-dimensional problems are divided into two separate one-dimensional cases. Local truncation errors are analy...

Pentadiagonal alternating-direction-implicit finite-difference time-domain method for two-dimensional Schrödinger equation

In this paper, we have proposed a pentadiagonal alternating-direction-implicit (Penta-ADI) finite-difference time-domain (FDTD) method for the two-dimensional Schrödinger equation. Through the separation of complex wave function into real and imaginary parts, a pentadiagonal system of equations for the ADI method is obtained, which results in our Penta-ADI method. The Penta-ADI method is furthe...