A novel high order compact ADI scheme for two dimensional fractional integro-differential equations.

In this paper, we study the numerical method for two dimensional fractional integro-differential equations, where the order of time fractional derivative α ∈ (1 , 2) and integral order γ ∈ (0 , 1). To overcome the difficulty caused by the two fractional terms, we transform the original equation using the method of integration by parts. A novel high order compact alternating direction implicit (ADI) difference scheme is then proposed to solve the equivalent model. By some skills and detailed analysis, the unconditional stability and convergence in H 1 norm are proved, with the accuracy order O (τ 2 + h 1 4 + h 2 4) , where τ , h 1 and h 2 are temporal and spatial step sizes, respectively. Finally, numerical results are presented to support the theoretical analysis. [ABSTRACT FROM AUTHOR]