An alternating direction explicit method for time evolution equations with applications to fractional differential equations

Hao Liu, Shingyu Leung

Research output: Contribution to journalArticlepeer-review

Abstract

We derive and analyze the alternating direction explicit (ADE) method for time evolution equations with the time-dependent Dirichlet boundary condition and with the zero Neumann boundary condition. The original ADE method is an additive operator splitting (AOS) method, which has been developed for treating a wide range of linear and nonlinear time evolution equations with the zero Dirichlet boundary condition. For linear equations, it has been shown to achieve the second order accuracy in time yet is unconditionally stable for an arbitrary time step size. For the boundary conditions considered in this work, we carefully construct the updating formula at grid points near the boundary of the computational domain and show that these formulas maintain the desired accuracy and the property of unconditional stability. We also construct numerical methods based on the ADE scheme for two classes of fractional differential equations. We will give numerical examples to demonstrate the simplicity and the computational efficiency of the method.
Original languageEnglish
Pages (from-to)249-268
Number of pages20
JournalMethods and Applications of Analysis
Volume26
Issue number3
DOIs
Publication statusPublished - Sep 2019

User-Defined Keywords

  • Numerical Methods
  • Partial Differential Equations
  • Fractional Derivatives
  • Operator Splitting Methods

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