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A novel finite difference discrete scheme for the time fractional diffusion-wave equation. (English) Zbl 1397.65141

Summary: In this article, we consider initial and boundary value problems for the diffusion-wave equation involving a Caputo fractional derivative (of order \(\alpha\), with \(1 < \alpha < 2\)) in time. A novel finite difference discrete scheme is developed for using discrete fractional derivative at time \(t_n\) in which some new coefficients \((k + \frac{1}{2})^{2 - \alpha} -(k - \frac{1}{2})^{2 - \alpha}\) instead of \((k + 1)^{2 - \alpha} - k^{2 - \alpha}\) are derived. Stability and convergence of the method are rigorously established. We prove that the novel discretization is unconditionally stable, and the optimal convergence orders \(O(\tau^{3 - \alpha} + h^2)\) both in \(L_2\) and \(L_\infty\) are derived, where \(\tau\) is the time step and \(h\) is space mesh size. Moreover, the applicability and accuracy of the scheme are demonstrated by numerical experiments to support our theoretical analysis.

MSC:

65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
35R11 Fractional partial differential equations
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35R09 Integro-partial differential equations
65M15 Error bounds for initial value and initial-boundary value problems involving PDEs
Full Text: DOI

References:

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