Temporal second-order difference methods for solving multi-term time fractional mixed diffusion and wave equations

Abstract

This article deals with an establishment and sharp theoretical analysis of a numerical scheme devised for solving the multi-dimensional multi-term time fractional mixed diffusion and wave equations. The governing equation contains both fractional diffusion term and fractional wave term which make the numerical analysis challenging. With the help of the method of order reduction, we convert the time multi-term fractional diffusion and wave terms into the time multi-term fractional integral and diffusion terms respectively, and then develop L2-1σ formula for solving the latter problem. In addition, the formula is used to numerically solve the time distributed-order diffusion and wave equations. The stability and convergence of these numerical schemes are rigorously analyzed by the energy method. The convergence rates are of order two in both time and space. A difference scheme on nonuniform time grids is also constructed for solving the problem with weak regularity at the initial time. Finally, we illustrate our results with some examples.