A fast linearized finite difference method for the nonlinear multi-term time-fractional wave equation

DOI10.1016/J.APNUM.2019.11.012MaRDI QIDQ2301409zbMATHOpenAlexWikidataFDO

Authors Pin Lyu, Yuxiang Liang, Zhibo Wang

Publication date 24 February 2020

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.08078

zbMATH Keywords

fast algorithmsecond-order schemelinearized methodnonlinear fractional equationmulti-term derivative

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) 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)

Abstract: In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the recently established fast L2-1{sigma} formula and a weighted approach. Then we apply the discretization to construct a fully fast linearized discrete scheme for the nonlinear problem under consideration. The nonlinear term, which just fulfills the Lipschitz condition, will be evaluated on the previous time level. Therefore only linear systems are needed to be solved for obtaining numerical solutions. The proposed scheme is shown to have second-order unconditional convergence with respect to the discrete H1-norm. Numerical examples are provided to justify the efficiency.

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• Second-order and nonuniform time-stepping schemes for time fractional evolution equations with time-space dependent coefficients
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• Numerical solution of two and three dimensional time fractional damped nonlinear Klein-Gordon equation using ADI spectral element method
• A fast linearized numerical method for nonlinear time-fractional diffusion equations

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