Unconditionally Stable and Convergent Difference Scheme for Superdiffusion with Extrapolation

Abstract

Approximating the Hadamard finite-part integral by the quadratic interpolation polynomials, we obtain a scheme for approximating the Riemann-Liouville fractional derivative of order α∈(1,2)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha \\in (1, 2)$$\\end{document} and the error is shown to have the asymptotic expansion (d3τ3-α+d4τ4-α+d5τ5-α+⋯)+(d2∗τ4+d3∗τ6+d4∗τ8+⋯)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$ \\big ( d_{3} \ au ^{3- \\alpha } + d_{4} \ au ^{4-\\alpha } + d_{5} \ au ^{5-\\alpha } + \\cdots \\big ) + \\big ( d_{2}^{*} \ au ^{4} + d_{3}^{*} \ au ^{6} + d_{4}^{*} \ au ^{8} + \\cdots \\big ) $$\\end{document} at any fixed time, where τ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\ au $$\\end{document} denotes the step size and dl,l=3,4,⋯\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$d_{l}, l=3, 4, \\dots $$\\end{document} and dl∗,l=2,3,⋯\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$d_{l}^{*}, l\\,=\\,2, 3, \\dots $$\\end{document} are some suitable constants. Applying the proposed scheme in temporal direction and the central difference scheme in spatial direction, a new finite difference method is developed for approximating the time fractional wave equation. The proposed method is unconditionally stable, convergent with order O(τ3-α),α∈(1,2)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$O (\ au ^{3- \\alpha }), \\alpha \\in (1, 2)$$\\end{document} and the error has the asymptotic expansion. Richardson extrapolation is applied to improve the accuracy of the numerical method. The convergence orders are O(τ4-α)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$O ( \ au ^{4- \\alpha })$$\\end{document} and O(τ2(3-α)),α∈(1,2)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$O ( \ au ^{2(3- \\alpha )}), \\alpha \\in (1, 2)$$\\end{document}, respectively, after first two extrapolations. Numerical examples are presented to show that the numerical results are consistent with the theoretical findings.