Second-order stable finite difference schemes for the time-fractional diffusion-wave equation
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Publication:898433
DOI10.1007/S10915-014-9966-2zbMATH Open1408.65058DBLPjournals/jscic/Zeng15arXiv1407.5287OpenAlexW1968501254WikidataQ60123783 ScholiaQ60123783MaRDI QIDQ898433FDOQ898433
Publication date: 9 December 2015
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Abstract: We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and the central difference in space. We use the generalized Newton-Gregory formula in time for the second scheme and its modification for the third scheme. While the second scheme is conditionally stable, the first and the third schemes are stable. We apply the methodology to the considered equation with also linear advection-reaction terms and also obtain second-order schemes both in time and space. Numerical examples with comparisons among the proposed schemes and the existing ones verify the theoretical analysis and show that the present schemes exhibit better performances than the known ones.
Full work available at URL: https://arxiv.org/abs/1407.5287
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stabilityFourier analysisfractional diffusion-wave equationfractional linear multi-step methodsecond-order in time
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)
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