Error Analysis of a Compact ADI Scheme for the 2D Fractional Subdiffusion Equation

In this paper, a Crank–Nicolson-type compact ADI scheme is proposed for solving two-dimensional fractional subdiffusion equation. The unique solvability, unconditional stability and convergence of the scheme are proved rigorously. Two error estimates are presented. One is O(τmin{2− γ2 , 2γ } +h1 +h2) in standard H1 norm, where τ is the temporal grid size… CONTINUE READING