Compact difference schemes for the modified anomalous fractional sub-diffusion equation and the fractional diffusion-wave equation

DOI10.1016/J.JCP.2014.08.012MaRDI QIDQ349581zbMATH OpenOpenAlexFDO

Authors Zhibo Wang, Seak-Weng Vong

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.5298

zbMATH Keywords

compact difference schemefractional diffusion-wave equationmodified anomalous fractional sub-diffusion equationweighted and shifted Grünwald difference operator

Mathematics Subject Classification ID

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)

Abstract: In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order which depends on the order of fractional derivatives in the equations and is usually less than two. Based on the idea of weighted and shifted Grunwald difference operator, we establish schemes with temporal and spatial accuracy order equal to two and four respectively.

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