A compact finite difference method for a class of time fractional convection-diffusion-wave equations with variable coefficients (Q891786)

The author considers the approximation of a class of time fractional convection-diffusion-wave equations posed on one dimensional space domain. The convection coefficient in the equation can spatially variable and the time fractional derivative is in the Caputo sense with the order \(\alpha\) (\(1<\alpha<2\)). The class of the equations includes time fractional convection-diffusion-wave/diffusion-wave equations with or without damping as its special cases. Thanks to a convenient linear transformation, the equations under consideration can be written in a new form of equations in which the convection coefficient is equal to zero. Using this new form, a finite difference scheme is established. The construction of this scheme is based on a fourth-order compact finite difference method for the spatial derivative and by the \(L_1\) approximation coupled with the Crank-Nicolson technique for the time derivative. A complete convergence analysis is carried out using a discrete energy analysis method. Optimal error estimates in the discrete \(H^1\)-, \(L^2\)- and \(L^\infty\)-norms are obtained. Some numerical results are presented to demonstrate the effectiveness and the accuracy of the proposed method.