A second-order accurate numerical method for a fractional wave equation

William McLean*, Kassem Mustapha

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

175 Scopus citations

Abstract

We study a generalized Crank-Nicolson scheme for the time discretization of a fractional wave equation, in combination with a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the error is of order k 2 + h 2, where k and h are the parameters for the time and space meshes, respectively.

Original languageEnglish
Pages (from-to)481-510
Number of pages30
JournalNumerische Mathematik
Volume105
Issue number3
DOIs
StatePublished - Jan 2007

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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