A compact difference scheme for the fractional diffusion-wave equation

作者：Du, R.^*; Cao, W. R.; Sun, Z. Z.

来源：Applied Mathematical Modelling, 2010, 34(10): 2998-3007.

DOI：10.1016/j.apm.2010.01.008

• Diffusion-wave system
• Finite difference
• Convergence
• Solvability
• Stability

This article is devoted to the study of high order difference methods for the fractional diffusion-wave equation. The time fractional derivatives are described in the Caputo's sense. A compact difference scheme is presented and analyzed. It is shown that the difference scheme is unconditionally convergent and stable in L(infinity)-norm. The convergence order is O(tau(3-alpha) + h(4)). Two numerical examples are also given to demonstrate the theoretical results.

• 出版日期2010-10
• 单位东南大学