A compact locally one-dimensional method for fractional diffusion-wave equations (Q499970)

The paper deals with the construction and justification of finite difference schemes for the problem \[ ^C_0D_t^\alpha u(x,t)=\Delta u(x,t)+f(x,t),\quad x\in\Omega,\quad t\in (0, T], \] \[ u(x,0)=\varphi(x),\quad u_t(x, t)=\psi(x),\quad x\in\overline{\Omega}=\Omega\cup\partial\Omega, \] \[ u(x, t)=\phi(x,t),\quad x \in \partial \Omega,\quad t \in (0, T], \] in the domain \(\Omega=\{x=(x_1,\dots,x_p)|0<x_\nu<l_\nu,\nu=1,\dots,p\}\) with positive constants \(l_\nu\) and \(p\geq 2\), where \[ ^C_0 D^\alpha_tv(x,t)=\frac{1}{\Gamma(1-\alpha)}\int_0^t \frac{\partial ^2u(x,s)}{\partial s^2}(t-s)^{1-\alpha}ds \] denotes the Caputo temporal fractional derivative of order \(\alpha\in (1,2)\) and \(\Delta\) is the Laplace spatial operator. The authors propose and justify a compact locally one-dimensional finite difference approximation. Numerical results confirm the theoretical analysis.