Numerical algorithm with high spatial accuracy for the fractional diffusion-wave equation with von Neumann boundary conditions (Q364676)

A numerical algorithm for solving the fractional diffusion-wave equation with von Neumann boundary conditions is presented and investigated. The authors introduce a compact finite difference scheme which is based on the Caputo derivative and prove the stability and convergence of this scheme. To this end, they carry out an error analysis which shows that the scheme is fourth order in space and almost third order in time. Additionally, an alternative Crank-Nicolson scheme based on similar ideas is presented which turns out to be only second order in space. The authors also extend the compact difference scheme to the two-dimensional case and prove that the spatial error here is of fourth order in each direction. Finally, the time fractional diffusion-wave equation with Robin boundary conditions is discussed. After this theoretical part, some numerical experiments are carried out which verify the numerical analysis of the presented schemes.