Explicit Finite Difference Method for the Two-dimensional Time Fractional Diffusion-Wave Equation

Abstract

In this paper, the time fractional diffusion-wave equation (TFDWE) is numerically studied, where the fractional derivative is defined in the sense of the Caputo. An explicit finite difference method (EFDM) for TFDWE is presented. The stability and the error analysis of the EFDM are discussed. To demonstrate the effectiveness of the approximated method, the test example is presented.