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Numerical Algorithms

, Volume 64, Issue 4, pp 707–720 | Cite as

Two finite difference schemes for time fractional diffusion-wave equation

  • Jianfei Huang
  • Yifa Tang
  • Luis Vázquez
  • Jiye Yang
Original Paper

Abstract

Time fractional diffusion-wave equations are generalizations of classical diffusion and wave equations which are used in modeling practical phenomena of diffusion and wave in fluid flow, oil strata and others. In this paper we construct two finite difference schemes to solve a class of initial-boundary value time fractional diffusion-wave equations based on its equivalent partial integro-differential equations. Under the weak smoothness conditions, we prove that our two schemes are convergent with first-order accuracy in temporal direction and second-order accuracy in spatial direction. Numerical experiments are carried out to demonstrate the theoretical analysis.

Keywords

Finite difference scheme Fractional diffusion-wave equation Integro-differential equation Euler method Crank–Nicolson method 

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Jianfei Huang
    • 1
  • Yifa Tang
    • 1
  • Luis Vázquez
    • 2
  • Jiye Yang
    • 1
  1. 1.LSEC, ICMSEC, Academy of Mathematics and Systems ScienceChinese Academy of SciencesBeijingChina
  2. 2.Departamento de Matemática Aplicada, Facultad de Informática, Instituto de Matemática Interdisciplinar (IMI)Universidad Complutense de MadridMadridSpain

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