Second-order Stable Finite Difference Schemes for the Time-fractional Diffusion-wave Equation
This work provides improved numerical methods for solving time-fractional diffusion-wave equations, which are important in modeling anomalous diffusion and wave propagation in complex media.
The paper proposes two unconditionally stable and one conditionally stable finite difference schemes of second-order accuracy in both time and space for the time-fractional diffusion-wave equation, demonstrating better performance than existing schemes through numerical examples.
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.