Second-order BDF time approximation for Riesz space-fractional diffusion equations

ABSTRACT Second-order backward difference formula (BDF2) is considered for time approximation of Riesz space-fractional diffusion equations. The Riesz space derivative is approximated by the second-order fractional centre difference formula. To improve the computational efficiency, an alternating directional implicit scheme is also proposed for solving two-dimensional space-fractional diffusion problems. Numerical experiments are provided to verify our theory and to show the effectiveness of numerical algorithms.

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