A second-order L2-1σ Crank-Nicolson difference method for two-dimensional time-fractional wave equations with variable coefficients

Abstract

Based on quadratic and linear polynomial interpolation approximations and the Crank-Nicolson technique, a new second-order difference approximation method of the Caputo fractional derivative of order α∈(1,2) is proposed. This method is different from the known second-order methods, which is called the L2-1σ Crank-Nicolson method in this paper. Using the L2-1σ Crank-Nicolson method of the Caputo fractional derivative, a fully discrete L2-1σ Crank-Nicolson difference method for two-dimensional time-fractional wave equations with variable coefficients is developed. The unconditional stability and convergence of the method are rigorously proved. The optimal error estimates in the discrete L2-norm and H1-norm are obtained under a relatively weak regularity condition. The error estimates show that the method has the second-order convergence in both time and space for all α∈(1,2). In order to overcome the loss of the temporal convergence order caused by the stronger singularity of the exact solution at the initial time, a nonuniform L2-1σ Crank-Nicolson difference method is also developed on a class of general nonuniform time meshes. Numerical results confirm the theoretical convergence result. The effectiveness of the nonuniform method for non-smooth solutions with the stronger singularity at the initial time is tested on a class of initially graded time meshes.