A second-order accurate numerical method for a fractional wave equation

Abstract

We study a generalized Crank–Nicolson scheme for the time discretization of a fractional wave equation, in combination with a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the error is of order k2 + h2, where k and h are the parameters for the time and space meshes, respectively.