Fitted L1-ADI Scheme for Improving Convergence of Two-Dimensional Delay Fractional Equations

Abstract

In this paper, the regularity and finite difference methods for the two-dimensional delay fractional equations are considered. The analytic solution is derived by eigenvalue expansions and Laplace transformation. However, due to the derivative discontinuities resulting from the delay effect, the traditional L1-ADI scheme fails to achieve the optimal convergence order. To overcome this issue and improve the convergence order, a simple and cost-effective decomposition technique is introduced and a fitted L1-ADI scheme is proposed. The numerical tests are conducted to verify the theoretical result.

Keywords

Two-dimensional delay fractional equations / Derivative discontinuity / Cost-effective decomposition technique / Fitted L1-ADI scheme / 65M06 / 65M12 / 35R11

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Funding

University of Macau(MYRG2022-00076-FST)

RIGHTS & PERMISSIONS

Shanghai University