Efficient Numerical Solution of the Multi-Term Time Fractional Diffusion-Wave Equation

doi:10.4208/eajam.080714.031114a

Efficient Numerical Solution of the Multi-Term Time Fractional Diffusion-Wave Equation

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Year: 2015

East Asian Journal on Applied Mathematics, Vol. 5 (2015), Iss. 1 : pp. 1–28

Abstract

Some efficient numerical schemes are proposed to solve one-dimensional and two-dimensional multi-term time fractional diffusion-wave equation, by combining the compact difference approach for the spatial discretisation and an $L1$ approximation for the multi-term time Caputo fractional derivatives. The unconditional stability and global convergence of these schemes are proved rigorously, and several applications testify to their efficiency and confirm the orders of convergence.

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Journal Article Details

Publisher Name: Global Science Press

Language: English

DOI: https://doi.org/10.4208/eajam.080714.031114a

East Asian Journal on Applied Mathematics, Vol. 5 (2015), Iss. 1 : pp. 1–28

Published online: 2015-01

AMS Subject Headings:

Pages: 28

Keywords: Multi-term time fractional diffusion-wave equation compact difference scheme discrete energy method convergence.

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