Numerical methods for time-fractional convection-diffusion problems with high-order accuracy

In this paper, we consider the numerical method for solving the two-dimensional time-fractional convection-diffusion equation with a fractional derivative of order α \alpha ( 1 < α < 2 1\lt \alpha \lt 2 ). By combining the compact difference approach for spatial discretization and the alternating direction implicit (ADI) method in the time stepping, a compact ADI scheme is proposed. The unconditional stability and H 1 {H}^{1} norm convergence of the scheme are proved rigorously. The convergence order is O ( τ 3 − α + h 1 4 + h 2 4 ) O\left({\tau }^{3-\alpha }+{h}_{1}^{4}+{h}_{2}^{4}) , where τ \tau is the temporal grid size and h 1 {h}_{1} , h 2 {h}_{2} are spatial grid sizes in the x x and y y directions, respectively. It is proved that the method can even attain ( 1 + α ) \left(1+\alpha ) order accuracy in temporal for some special cases. Numerical results are presented to demonstrate the effectiveness of theoretical analysis.