An implicit fully discrete compact finite difference scheme for time fractional diffusion-wave equation

Abstract

In this paper, an implicit compact finite difference (CFD) scheme was constructed to get the numerical solution for time fractional diffusion-wave equation (TFDWE), in which the time fractional derivative was denoted by Caputo-Fabrizio (C-F) sense. We proved that the full discrete scheme is unconditionally stable. We also proved that the rate of convergence in time is near to $ O(\tau^{2}) $ and the rate of convergence in space is near to $ O(h^{4}) $. Test problem was considered for regular domain with uniform points to validate the efficiency and accuracy of the method. The numerical results can support the theoretical claims.

Keywords

• time fractional diffusion-wave equation (tfdwe)
• compact finite difference
• caputo-fabrizio derivative
• unconditional stability
• convergence