A second-order accurate numerical method for a fractional wave equation

DOI10.1007/S00211-006-0045-YMaRDI QIDQ861658zbMATH OpenOpenAlexFDO

Authors William Mclean, Kassem Mustapha

Publication date 30 January 2007

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00211-006-0045-y

zbMATH Keywords

convergenceCrank-Nicolson methodstability

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Integro-partial differential equations (45K05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods for integral equations (65R20)

Review text

For \(0<\alpha<1\), let \(J^\alpha\) denote the Riemann-Liouville integral operator of order \(\alpha\) and consider the generalized fractional wave equation \(\partial u / \partial t + J^\alpha A u = f\) for \(t>0\) with initial condition \(u(0) = u_0\). Here \(A\) denotes a selfadjoint and positive semidefinite linear operator with a complete eigensystem in a Hilbert space. In the classical example where \(A\) is the negative Laplacian, this problem reduces to the standard version of the fractional wave equation. After an introductory section, the authors provide a detailed discussion of the regularity of the solution of the problem described above. Based on these findings, a scheme for the numerical solution of the problem is derived and analyzed. The scheme can be considered as a generalization of the well known Crank-Nicolson method for the classical heat equation. However, the properties of the exact solution make it necessary to use a non-uniformly spaced mesh with respect to the time variable. This means that standard methods for fractional differential or integral equations like convolution quadrature methods cannot be used. The key result is that the numerical method is unconditionally stable and that, under appropriate smoothness assumptions on the given data and assuming sufficient regularity of the spatial domain, the convergence is of order \(O(h^2 + k^2)\) where \(h\) and \(k\) are the parameters describing the time and space meshes, respectively.

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