• High‐order ADI orthogonal spline collocation method for a new 2D fractional integro‐differential problem

      Yan, Yubin; Qiao, Leijie; Xu, Da; University of Chester, UK; Guangdong University of Technology, PR. China; Hunan Normal University, P. R. China (John Wiley & Sons Ltd, 2020-02-05)
      We use the generalized L1 approximation for the Caputo fractional deriva-tive, the second-order fractional quadrature rule approximation for the inte-gral term, and a classical Crank-Nicolson alternating direction implicit (ADI)scheme for the time discretization of a new two-dimensional (2D) fractionalintegro-differential equation, in combination with a space discretization by anarbitrary-order orthogonal spline collocation (OSC) method. The stability of aCrank-Nicolson ADI OSC scheme is rigourously established, and error estimateis also derived. Finally, some numerical tests are given