Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations

Abstract

In this paper we apply a high order difference scheme and Galerkin spectral technique for the numerical solution of multi-term time fractional partial differential equations. The proposed methods are based on a finite difference scheme in time. The time fractional derivatives which have been described in Caputo’s sense are approximated by a scheme of order O(τ3−α),1<α<2 and the space derivative is discretized with a fourth-order compact finite difference procedure and Galerkin spectral method. We prove the unconditional stability of the compact procedure by coefficient matrix property. The L∞-convergence of the compact finite difference method has been proved by the energy method. Also we obtain an error estimate for Galerkin spectral method. Numerical results are provided to verify the accuracy and efficiency of the proposed schemes.