A Fast Second-Order ADI Finite Difference Scheme for the Two-Dimensional Time-Fractional Cattaneo Equation with Spatially Variable Coefficients

Abstract

This paper presents an efficient finite difference method for solving the time-fractional Cattaneo equation with spatially variable coefficients in two spatial dimensions. The main idea is that the original equation is first transformed into a lower system, and then the graded mesh-based fast L2-1σ formula and second-order spatial difference operator for the Caputo derivative and the spatial differential operator are applied, respectively, to derive the fully discrete finite difference scheme. By adding suitable perturbation terms, we construct an efficient fast second-order ADI finite difference scheme, which significantly improves computational efficiency for solving high-dimensional problems. The corresponding stability and error estimate are proved rigorously. Extensive numerical examples are shown to substantiate the accuracy and efficiency of the proposed numerical scheme.