SIAM_NA_final_Y14m3d7.pdfVIP

A CRANK-NICOLSON ADI SPECTRAL METHOD FOR A 2-D RIESZ SPACE FRACTIONAL NONLINEAR REACTION-DIFFUSION EQUATION∗ † ‡ § ¶ ∗∗ FANHAI ZENG , FAWANG LIU , CHANGPIN LI , KEVIN BURRAGE , IAN TURNER , AND V. ANH Abstract. In this paper, a new alternating direction implicit Galerkin Legendre spectral method for the two- dimensional Riesz space fractional nonlinear reaction-diffusion equation is developed. The temporal component is discretized by the Crank-Nicolson method. The detailed implementation of the method is presented. The stability and convergence analysis are strictly proven, which shows that the derived method is stable and convergent of order 2 in time. An optimal error estimate in space is also obtained by introducing a new orthogonal projector. The present method is extended to solve the fractional FitzHugh-Nagumo model. Numerical results are provided to verify the theoretical analysis. Key words. Alternating direction implicit method, Legendre spectral method, Riesz space fractional reaction- diffusion equation, Fractional FitzHugh-Nagumo model, stability and convergence. AMS subject classifications. 26A33, 65M06, 65M12, 65M15,35R11 1. Introduction. In the past decades, fractional calculus has been used to model par- ticle transport in porous media. Recently, there has been increasing interest in the study of fractional calculus for its wide application in many fields of science and engineering, such as the physical and chemical processes, materials, control theory, biology, finance and so on (see [3, 9, 25, 23, 33, 35]). In physics, fractional derivatives are used to model anomalous diffu- sion, where particles spread differently than the classical Brownian motion model [23]. Kinet- ic equations of the diffusion, diffusion-advection, and Fokker-Planck equations with part