An alternating direction implicit compact finite difference scheme for the multi-term time-fractional mixed diffusion and diffusion–wave equation

An alternating direction implicit(ADI) compact finite difference scheme for the two-dimensional multi-term time-fractional mixed diffusion and diffusion–wave equation is given in this paper. By using the Riemann–Liouville fractional integral operator on both sides of the original equation, we obtain a time-fractional integro–differential equation with the order of the highest derivative being one. Using the weighted and shifted Grünwald formulas of Riemann–Liouville fractional derivative and fractional integral, and the Crank–Nicolson approximation, a temporal second-order approximation is obtained for the equivalent integrodifferential system. In the spatial direction, a fourth-order compact approximation is employed to give a fully discrete scheme. Using the splitting techniques for higher dimensional problems, we derive the fully discrete ADI Crank–Nicolson scheme. With the positive definiteness of the related time discrete coefficients and spatial operators, the stability and convergence (second-order in time and fourth-order in space) in the discrete L2-norm are proved by using energy method. Two numerical examples are given to demonstrate the efficiency and accuracy of the proposed method.