Abstract
In this paper, a discrete orthogonal spline collocation method combining with a second-order Crank-Nicolson weighted and shifted Grünwald integral (WSGI) operator is proposed for solving time-fractional wave equations based on its equivalent partial integro-differential equations. The stability and convergence of the schemes have been strictly proved. Several numerical examples in one variable and in two space variables are given to demonstrate the theoretical analysis.
1 Introduction
Recently, fractional partial differential equations (FPDEs) have attracted more and more attention, which can be used to describe some physical and chemical phenomenon more accurately than the classical integer-order differential equations. For example, when studying universal electromagnetic responses involving the unification of diffusion and wave propagation phenomena, there are processes that are modeled by equations with time fractional derivatives of order γ ∈ (1, 2) [1]. Generally, the analytical solutions of fractional partial differential equations are difficult to obtain, so many authors have resorted to numerical solution techniques based on convergence and stability. Various kinds of numerical methods for solving FPDEs have been proposed by researchers, such as finite element method [2, 3], finite difference method [4, 5, 6], meshless method [7, 8], wavelets method [9], spline collocation method [10, 11, 12] and so forth.
In this study, we consider the following two-dimensional time-fractional diffusion-wave equation
subject to the initial condition
and the boundary condition
where Δ is Laplace operator, Ω = [0, 1] × [0, 1] with boundary ∂ Ω, ϕ(x, y), φ(x, y) and f(x, y, t) are given sufficiently smooth functions in their respective domains and
in which Γ(⋅) is the Gamma function. Without loss of generality, we assume that ϕ(x, y) ≡ 0 in(1.2), since we can solve the equation for v(x, y, t) = u(x, y, t) − ϕ(x, y) in general.
Most of the numerical algorithms in [1, 2, 3, 4, 5, 6, 7, 8] employed the L1 scheme to approximate fractional derivatives. Recently, Tian et al. [13] proposed second-and third-order approximations for Riemann-Liouville fractional derivative via the weighted and shifted Grünwald difference (WSGD) operators. Thereafter, some related research work covering the WSGD idea were done by many scholars. In [14], Liu et al developed a high-order local discontinuous Galerkin method combined with WSGD approximation for a Caputo time-fractional sub-diffusion equation. In [15], Chen considered the numerical solutions of the multi-term time fractional diffusion and diffusion-wave equations with variable coefficients, which the time fractional derivative was approximated by WSGD operator. In [16], Yang proposed a new numerical approximation, using WSGD operator with second order in time direction and orthogonal spline collocation method in spatial direction, for the two-dimensional distributed-order time fractional reaction-diffusion equation. Following the idea of WSGD operator, Wang and Vong [17] used compact finite difference WSGI scheme for the temporal Caputo fractional diffusion-wave equation. However, the numerical methods with WSGI approximation have been rarely studied. Cao et al.[18] applied the idea of WSGI approximation combining with finite element method to solve the time fractional wave equation.
Orthogonal spline collocation (OSC) method has evolved as a valuable technique for solving different types of partial differential equations [19, 20, 21, 22, 23]. The popularity of OSC is due to its conceptual simplicity, wide applicability and easy implementation. Comparing with finite difference method and the Galerkin finite element method, OSC method has the following advantages: the calculation of the coefficients in the equation determining the approximate solution is fast since there is no need to calculate the integrals; and it provides approximations to the solution and spatial derivatives. Moreover, OSC scheme always leads to the almost block diagonal linear system, which can be solved by the software packages efficiently [24]. Another feature of OSC method lies in its super-convergence [25].
Motivated and inspired by the work mentioned above, the main goal of this paper is to propose a high-order OSC approximation method combined with second order WSGI operator for solving two-dimensional time-fractional wave equation, which is abbreviated as WSGI-OSC in forthcoming sections. The remainder of the paper is organized as follows. In Section 2, some notations and preliminaries are presented. In Section 3, the fully discrete scheme combining WSGI operator with second order and orthogonal spline collocation scheme is formulated. Stability and convergence analysis of WSGI-OSC scheme are presented in Section 4. Section 5 provides detailed description of the WSGI-OSC scheme. In Section 6, several numerical experiments are carried out to confirm the convergence analysis. Finally, the conclusion is drawn in Section 7.
2 Discrete-time OSC scheme
2.1 Preliminaries
In this section, we will introduce some notations and basic lemmas. For some positive integers Nx and Ny, δx and δy are two uniform partitions of I = [0, 1] which are defined as follows:
and
where Pr denotes the set of polynomial of degree at most r. It is easy to know that the dimension of the spaces Mx(δx) and My(δy) are (r − 1)Nx := Mx and (r − 1)Ny := My, respectively.
Let δ = δx ⊗ δy be a quasi-uniform partition of Ω, and Mr(δ) = Mr(δx) ⊗ Mr(δy) with the dimension of M>x × My. Let
as the sets of Gauss points in x and y direction, respectively, where
Let 𝓖 = {ξ = (ξx, ξy) : ξx ∈ 𝓖x, ξy ∈ 𝓖y}. For the functions u and v defined on 𝓖, the inner product 〈u, v〉 and norm ∥v∥Mr are respectively defined by
For m a nonnegative integer, let Hm(Ω) denotes the usual Sobolev space with norm
where the norm ∥⋅∥ denotes the usual L2 norm, sometimes it is written as ∥⋅∥H0 for convenience. The following important lemmas are required in our forthcoming analysis. First, we introduce the differentiable (resp. twice differentiable) map W : [0, T] → Mr(δ) by
where u is the solution of the Eqs.(1.1)-(1.3) . Then we have the following estimates for u − W and its time derivatives.
Lemma 2.1
[26] If ∂l u/∂ tl ∈ Hr+3−j, for all t ∈ [0, T], l = 0, 1, 2, j = 0, 1, 2, and W is defined by (2.1), then there exists a constant C such that
Lemma 2.2
[26] If ∂i u/∂ ti ∈ Hr+3, for t ∈ [0, T], i = 0, 1, then
where 0 ≤ l = l1 + l2 ≤ 4.
and there exists a positive constant C such that
Lemma 2.4
[28] The norms ∥⋅∥Mr and ∥⋅∥ are equivalent on Mr(δ).
Throughout the paper, we denote C > 0 a constant which is independent of mesh sizes h and τ. The following Young's inequality will also be used repeatedly,
2.2 Construction of the fully discrete orthogonal spline collocation scheme
In this subsection, we consider discrete-time OSC schemes for solving the Eqs.(1.1)-(1.3). Our main idea of the proposed method is to transform the time fractional diffusion-wave equation into its equivalent partial integro-differential equation. To construct the continuous-time OSC scheme to the solution u of (1.1), we introduce the Riemann-Liouville fractional integral which is defined by
where 0 < α = γ − 1 < 1.
We integrate the equation(1.1) using Riemann-Liouville fractional integral operator
Let tk = kτ, k = 0, 1, ⋯, N, where τ = T/N is the time step size. For the convenience of description, we define
where Ẽ = O(τ2) and
here
By using the Crank-Nicolson difference scheme and WSGI approximation formula to discretize the equation (2.8), we obtain the semi-discrete scheme in time direction
where
For the needs of analysis, we give the following equivalent Galerkin weak formulation of the equation(2.12) by multiplying the equation with v ∈
We take the space Mr(δ) ⊂
3 Stability and convergence analysis of WSGI-OSC scheme
In this section, we will give the stability and convergence analysis for fully-discrete WSGI-OSC scheme (2.13). To this end, we further need the following lemmas.
Lemma 3.1
[17] Let
Lemma 3.2
(Gronwall’s ineqality) [29] Assume that kn and pn are nonnegative sequence, and the sequence ϕn satisfies
where, g0 ≥ 0. Then the sequence ϕn satisfies
Theorem 3.1
The fully-discrete WSGI-OSC scheme (2.15) is unconditionally stable for sufficiently small τ > 0, it holds
Proof
Taking
Summing (3.2) for n from 0 to L(0 ≤ n ≤ N − 1), we obtain
Multiplying the above equation by 2τ, also using Lemma 1, then dropping the nonnegative terms
we have
Then, it gives that,
Provided the time step τ is sufficiently small, there exists a positive constant C such that
Using Gronwall’s Lemma 3.2, we get
The proof is complete.
Theorem 3.2
Suppose u is the exact solution of (1.1)-(1.3), and
Proof
With W defined in (2.1), we set
thus we have
Because the estimate of ηn are provided by Lemma 2.2, it is sufficient to bound ζn, then use the triangle inequality to bound un −
where
Multiplying (3.12) by 2τ, and summing from n = 0 to n = L − 1 (1 ≤ n ≤ N + 1), it follows that
Next, we will give the estimate of I1, I2 and I3, respectively.
Taking advantages of mean value theorem and Cauchy-Schwarz inequality as well as Young inequality, we have tn ≤ tn+θ ≤ tn+1
Using Lemma 1, we obtain
Substituting (3.14), (3.15), (3.16) in (3.13) and removing the nonnegative terms, we attain
that is
Using the Gronwall’s inequality, Lemma 2.2 and triangle inequality, in the case that the time step τ is sufficiently small, there exists a positive constant C such that
and
which completes the proof.
4 Description of the WSGI-OSC scheme
It can be observed from the fully discrete scheme (2.13) that we need to handle a two-dimensional partial differential equation for each time level, that is
We denote
For applying the numerical schemes, firstly, we usually represent
then
where
then the equation (4.2) can be written in the following form by Kronecker product
where
and
The matrices Ax, Bx, Ay and By are Mx × My having the following structure,
We carry out the WSGI-OSC scheme in piecewise Hermite cubic spline space M3(δ), which satisfies zero boundary condition. Detailedly, we choose the basis of cubic Hermite polynomials [30], namly, for 1 ≤ i ≤ K − 1, it follows that
and
Note that functions ϕi(x), ψi(x) satisfy zero boundary conditions ϕi(0) = ϕi(1) = ψi(0) = ψi(1) = 0. Renumber the basis functions and let
then
In order to recover the coefficient matrix of the equations (4.3), we need to calculate the values of the basis functions at the Gauss point and their second-order derivatives. They are defined as follows:
where
It can be seen from the tensor product calculation that the WSGI-OSC scheme requires the solution of an almost block diagonal linear system at each time level, which can be solved efficiently by the software package COLROW [24].
5 Numerical experiments
In this section, four examples are given to demonstrate our theoretical analysis. In our implementations, we adopt the space of piecewise Hermite bicubics(r = 3) on uniform partitions of I in both x and y directions with Nx = Ny = K. The forcing term f(x, y, t) is approximated by the piecewise Hermite interpolant projection in the Guass points. To check the accuracy of WSGI-OSC scheme, we present L∞ and L2 errors at T = 1 and the corresponding convergence order defined by
where hm = 1/K is the time step size and em is the norm of the corresponding error.
Example 1
We consider the following one-dimensional time-fractional diffusion-wave equation
where
From the theoretical analysis, the numerical convergence order of WSGI-OSC (4.2) is expected to be O(τ2 + h4) when r = 3. In order to check the second order accuracy in time direction, we select τ = h so that the error caused by the spatial approximation can be negligible. Table 1 lists L∞ and L2 errors and the corresponding convergence orders of WSGI-OSC scheme for γ ∈ (1, 2). We observe that our scheme generates the temporal accuracy with the order 2. To test the spatial approximation accuracy, Table 2 shows that our scheme has the accuracy of 4 in spatial direction, where the temporal step size τ = h2 is fixed. Numerical solution and global error for γ = 1.3, h = 1/32, τ = 1/32 are shown in Figure 1.

Numerical solution (a) and global error (b) for Example 1 with γ = 1.3, h = 1/32, τ = 1/32.
The L∞, L2 errors and temporal convergence orders with τ = h for Example 1.
γ | τ | L∞ error | Convergence order | L2 error | Convergence order |
---|---|---|---|---|---|
1.1 | 7.0727×10−5 | 4.4681×10−5 | |||
1.7932×10−5 | 1.9798 | 1.1012×10−5 | 2.0206 | ||
4.5623×10−6 | 1.9747 | 2.7487×10−6 | 2.0022 | ||
1.1483×10−6 | 1.9903 | 6.8758×10−7 | 1.9992 | ||
1.3 | 2.6081×10−4 | 1.7238×10−4 | |||
6.6648×10−5 | 1.9684 | 4.2518×10−5 | 2.0194 | ||
1.6825×10−6 | 1.9860 | 1.0577×10−5 | 2.0072 | ||
4.2263×10−7 | 1.9931 | 2.6387×10−6 | 2.0030 | ||
1.5 | 4.1657×10−4 | 2.7911×10−4 | |||
1.0633×10−4 | 1.9701 | 6.8593×10−5 | 2.0247 | ||
2.6736×10−5 | 1.9916 | 1.7020×10−5 | 2.0108 | ||
6.7115×10−6 | 1.9941 | 4.2405×10−6 | 2.0050 | ||
1.7 | 5.3422×10−4 | 3.6265×10−4 | |||
1.3701×10−4 | 1.9632 | 8.9343×10−5 | 2.0212 | ||
3.4419×10−5 | 1.9930 | 2.2160×10−5 | 2.0114 | ||
8.6292×10−6 | 1.9959 | 5.5175×10−6 | 2.0059 | ||
1.9 | 5.7600×10−4 | 3.9339×10−4 | |||
1.4884×10−4 | 1.9523 | 9.7244×10−5 | 2.0163 | ||
3.7391×10−5 | 1.9930 | 2.4112×10−5 | 2.0119 | ||
9.3633×10−6 | 1.9976 | 5.9996×10−6 | 2.0068 | ||
1.95 | 5.6941×10−4 | 3.8862×10−4 | |||
1.4696×10−4 | 1.9540 | 9.6061×10−5 | 2.0163 | ||
3.6917×10−5 | 1.9931 | 2.3812×10−5 | 2.0123 | ||
9.2425×10−6 | 1.9979 | 5.9232×10−6 | 2.0072 |
The L∞, L2 errors and spatial convergence orders with τ = h2 for Example 1.
γ | h | L∞ error | Convergence order | L2 error | Convergence order |
---|---|---|---|---|---|
1.1 | 2.4371×10−6 | 1.7740×10−6 | |||
1.5377×10−7 | 3.9863 | 1.0837×10−7 | 4.0329 | ||
9.6290×10−9 | 3.9972 | 6.6928×10−9 | 4.0172 | ||
6.0225×10−10 | 3.9989 | 4.1576×10−10 | 4.0088 | ||
1.3 | 3.8377×10−6 | 2.6750×10−6 | |||
2.4364×10−7 | 3.9774 | 1.6332×10−7 | 4.0338 | ||
1.5241×10−8 | 3.9987 | 1.0085×10−8 | 4.0174 | ||
9.5308×10−10 | 3.9992 | 6.2644×10−10 | 4.0089 | ||
1.5 | 4.7527×10−6 | 3.2535×10−6 | |||
3.0159×10−7 | 3.9781 | 1.9851×10−7 | 4.0347 | ||
1.8863×10−8 | 3.9990 | 1.2256×10−8 | 4.0177 | ||
1.1798×10−9 | 3.9990 | 7.6129×10−10 | 4.0089 | ||
1.7 | 5.1530×10−6 | 3.4857×10−6 | |||
3.2579×10−7 | 3.9834 | 2.1258×10−7 | 4.0354 | ||
2.0382×10−8 | 3.9986 | 1.3123×10−8 | 4.0178 | ||
1.2754×10−9 | 3.9982 | 8.1509×10−10 | 4.0090 | ||
1.9 | 4.6730×10−6 | 3.0735×10−6 | |||
2.9311×10−7 | 3.9948 | 1.8735×10−7 | 4.0361 | ||
1.8412×10−8 | 3.9927 | 1.1563×10−8 | 4.0181 | ||
1.1509×10−9 | 3.9999 | 7.1819×10−10 | 4.0090 | ||
1.95 | 4.3316×10−6 | 2.8280×10−6 | |||
2.7151×10−7 | 3.9958 | 1.7235×10−7 | 4.0364 | ||
1.7062×10−8 | 3.9922 | 1.0637×10−8 | 4.0182 | ||
1.0665×10−9 | 3.9999 | 6.6066×10−10 | 4.0091 |
Example 2
Consider the following one-dimensional fractional diffusion-wave equation
where
In order to test the temporal accuracy of the proposed method, we choose τ = h to avoid contamination of the spatial error. The maximum L∞, L2 errors and temporal convergence orders are shown in Table 3. To check the convergence order in space, the time step τ and space step h are chosen such that τ = h2, and γ = 1.1, 1.3, 1.5, 1.7, 1.9, 1.95. Table 4 presents the maximum L∞, L2 errors and spatial convergence orders. The results in Tables 3 and 4 demonstrate the expected convergence rates of 2 order in time and 4 order in space simultaneously. Numerical solution and global error at T = 1 with γ = 1.5, h = 1/32, τ = 1/32 are shown in Figure 2.

Numerical solution (a) and global error (b) for Example 2 with γ = 1.5 at T = 1 (h = 1/32, τ = 1/32).
The L∞, L2 errors and temporal convergence orders with τ = h for Example 2.
γ | τ | L∞ error | Convergence order | L2 error | Convergence order |
---|---|---|---|---|---|
1.1 | 2.7779×10−5 | 1.8686×10−5 | |||
6.9405×10−6 | 2.0009 | 4.5452×10−6 | 2.0395 | ||
1.7225×10−6 | 2.0105 | 1.1135×10−6 | 2.0292 | ||
4.2704×10−7 | 2.0121 | 2.7427×10−7 | 2.0215 | ||
1.3 | 6.8399×10−5 | 4.6042×10−5 | |||
1.6912×10−5 | 2.0159 | 1.1079×10−5 | 2.0551 | ||
4.1818×10−6 | 2.0158 | 2.7032×10−6 | 2.0352 | ||
1.0358×10−6 | 2.0134 | 6.6503×10−7 | 2.0232 | ||
1.5 | 1.0251×10−4 | 6.9519×10−5 | |||
2.5114×10−5 | 2.0292 | 1.6555×10−5 | 2.0701 | ||
6.2025×10−6 | 2.0176 | 4.0327×10−6 | 2.0375 | ||
1.5384×10−6 | 2.0114 | 9.9335×10−7 | 2.0214 | ||
1.7 | 1.4424×10−4 | 9.9816×10−5 | |||
3.5642×10−5 | 2.0168 | 2.4001×10−5 | 2.0562 | ||
8.8717×10−6 | 2.0063 | 5.8868×10−6 | 2.0275 | ||
2.2116×10−6 | 2.0041 | 1.4572×10−6 | 2.0143 | ||
1.9 | 1.9061×10−4 | 1.2932×10−4 | |||
4.7290×10−5 | 2.0110 | 3.1561×10−5 | 2.0347 | ||
1.1810×10−5 | 2.0015 | 7.7937×10−6 | 2.0178 | ||
2.9519×10−6 | 2.0003 | 1.9367×10−6 | 2.0087 | ||
1.95 | 2.0110×10−4 | 1.3455×10−4 | |||
4.9930×10−5 | 2.0099 | 3.2930×10−5 | 2.0306 | ||
1.2482×10−5 | 2.0001 | 8.1369×10−6 | 2.0169 | ||
3.1218×10−6 | 1.9994 | 2.0222×10−6 | 2.0085 |
The L∞, L2 errors and spatial convergence orders with τ = h2 for Example 2.
γ | h | L∞ error | Convergence order | L2 error | Convergence order |
---|---|---|---|---|---|
1.1 | 9.8873×10−8 | 7.9806×10−8 | |||
6.3013×10−9 | 3.9719 | 5.0124×10−9 | 3.9929 | ||
4.0052×10−10 | 3.9757 | 3.1726×10−10 | 3.9818 | ||
2.5425×10−11 | 3.9775 | 2.0139×10−11 | 3.9776 | ||
1.3 | 2.0590×10−7 | 1.1973×10−7 | |||
1.2348×10−8 | 4.0596 | 7.0248×10−9 | 4.0912 | ||
7.5090×10−10 | 4.0395 | 4.2273×10−10 | 4.0547 | ||
4.6084×10−11 | 4.0263 | 2.5826×10−11 | 4.0328 | ||
1.5 | 3.1378×10−7 | 1.8224×10−7 | |||
1.9140×10−8 | 4.0351 | 1.0838×10−8 | 4.0716 | ||
1.1827×10−9 | 4.0165 | 6.6114×10−10 | 4.0350 | ||
7.3513×10−11 | 4.0079 | 4.0836×10−11 | 4.0170 | ||
1.7 | 4.2637×10−7 | 2.5157×10−7 | |||
2.6414×10−8 | 4.0127 | 1.5170×10−8 | 4.0516 | ||
1.6453×10−9 | 4.0049 | 9.3246×10−10 | 4.0241 | ||
1.0270×10−10 | 4.0019 | 5.7825×10−11 | 4.0113 | ||
1.9 | 6.2873×10−7 | 3.5996×10−7 | |||
3.9276×10−8 | 4.0007 | 2.1898×10−8 | 4.0389 | ||
2.4548×10−9 | 4.0000 | 1.3510×10−9 | 4.0188 | ||
1.5342×10−10 | 4.0000 | 8.3898×10−11 | 4.0092 | ||
1.95 | 6.7414×10−7 | 3.9216×10−7 | |||
4.2262×10−8 | 3.9956 | 2.3894×10−8 | 4.0367 | ||
2.6423×10−9 | 3.9995 | 1.4745×10−9 | 4.0184 | ||
1.6515×10−10 | 3.9999 | 9.1572×10−11 | 4.0091 |
Example 3
Consider the following two-dimensional fractional diffusion-wave equation
where
Similar to the selection of parameters in Examples 1 and 2, Tables 5 and 6 list the maximum L∞, L2 errors and convergence orders, respectively. The similar convergence rates in time and space are also obtained. As we hope, the convergence order of all numerical results match that of the theoretical analysis. Figure 3 plots the numerical solution and global error at T = 1 with γ = 1.7, h = 1/32, τ = 1/32.

Numerical solution (a) and global error (b) for Example 3 with γ = 1.7 at T = 1 (h = 1/32, τ = 1/32).
The L∞, L2 errors and temporal convergence orders for Example 3.
γ | N | L∞ error | Convergence order | L2 error | Convergence order |
---|---|---|---|---|---|
1.1 | 10 | 1.6611×10−4 | 8.3486×10−5 | ||
15 | 7.5461×10−5 | 1.9461 | 3.7876×10−5 | 1.9493 | |
20 | 4.2909×10−5 | 1.9624 | 2.1509×10−5 | 1.9669 | |
25 | 2.7589×10−5 | 1.9792 | 1.3841×10−5 | 1.9754 | |
1.3 | 10 | 5.1729×10−4 | 2.6164×10−4 | ||
15 | 2.3249×10−4 | 1.9724 | 1.1769×10−4 | 1.9704 | |
20 | 1.3148×10−4 | 1.9813 | 6.6585×10−5 | 1.9799 | |
25 | 8.4565×10−5 | 1.9779 | 4.2760×10−5 | 1.9847 | |
1.5 | 10 | 7.7899×10−4 | 3.9475×10−4 | ||
15 | 3.4829×10−4 | 1.9853 | 1.7651×10−4 | 1.9850 | |
20 | 1.9648×10−4 | 1.9899 | 9.9627×10−5 | 1.9882 | |
25 | 1.2607×10−4 | 1.9886 | 6.3896×10−5 | 1.9905 | |
1.7 | 10 | 9.8958×10−4 | 5.0659×10−4 | ||
15 | 4.3990×10−4 | 1.9995 | 2.2433×10−4 | 2.0090 | |
20 | 2.4748×10−4 | 1.9995 | 1.2609×10−4 | 2.0028 | |
25 | 1.5841×10−4 | 1.9994 | 8.0685×10−5 | 2.0006 | |
1.9 | 10 | 1.1985×10−3 | 6.2808×10−4 | ||
15 | 5.3173×10−4 | 2.0044 | 2.7856×10−4 | 2.0052 | |
20 | 2.9891×10−4 | 2.0022 | 1.5657×10−4 | 2.0026 | |
25 | 1.9123×10−4 | 2.0015 | 1.0018×10−4 | 2.0014 |
The L∞, L2 errors and spatial convergence orders for Example 3.
γ | N | L∞ error | Convergence order | L2 error | Convergence order |
---|---|---|---|---|---|
1.1 | 10 | 1.7277×10−6 | 5.8164×10−7 | ||
15 | 3.7129×10−7 | 3.7921 | 1.1583×10−7 | 3.9799 | |
20 | 1.2237×10−7 | 3.8582 | 3.6753×10−8 | 3.9902 | |
25 | 5.1343×10−8 | 3.8922 | 1.5074×10−8 | 3.9942 | |
1.3 | 10 | 4.5383×10−6 | 2.0806×10−6 | ||
15 | 8.9315×10−7 | 4.0091 | 4.1188×10−7 | 3.9946 | |
20 | 2.8185×10−7 | 4.0092 | 1.3042×10−7 | 3.9974 | |
25 | 1.1523×10−7 | 4.0083 | 5.3439×10−8 | 3.9984 | |
1.5 | 10 | 7.1532×10−6 | 3.3974×10−6 | ||
15 | 1.4118×10−6 | 4.0021 | 6.7176×10−7 | 3.9976 | |
20 | 4.4624×10−7 | 4.0036 | 2.1262×10−7 | 3.9988 | |
25 | 1.8263×10−7 | 4.0037 | 8.7104×10−8 | 3.9993 | |
1.7 | 10 | 9.2188×10−6 | 4.4527×10−6 | ||
15 | 1.8187×10−6 | 4.0031 | 8.7956×10−7 | 4.0000 | |
20 | 5.7483×10−7 | 4.0038 | 2.7830×10−7 | 3.9999 | |
25 | 2.3526×10−7 | 4.0036 | 1.1399×10−7 | 3.9999 | |
1.9 | 10 | 1.1444×10−5 | 5.7230×10−6 | ||
15 | 2.2505×10−6 | 4.0110 | 1.1299×10−6 | 4.0011 | |
20 | 7.1020×10−7 | 4.0091 | 3.5746×10−7 | 4.0005 | |
25 | 2.9046×10−7 | 4.0068 | 1.4641×10−7 | 4.0003 |
Example 4
Consider the following two-dimensional fractional diffusion-wave equation
where
Tables 7 and 8 display L∞ and L2 errors and the corresponding convergence orders in time and space for some γ ∈ (1, 2). Once again, the expected convergence rates with second-order accuracy in time direction and fourth-order accuracy in spatial direction can be observed from two tables. Numerical solution and global error at T = 1 with γ = 1.9, h = 1/32, τ = 1/32 are displayed in Figure 4.

Numerical solution (a) and global error (b) for Example 4 with γ = 1.9 at T = 1 (h = 1/32, τ = 1/32).
The L∞, L2 errors and temporal convergence orders for Example 4.
γ | N | L∞ error | Convergence order | L2 error | Convergence order |
---|---|---|---|---|---|
1.1 | 10 | 8.8381×10−4 | 4.4449×10−4 | ||
15 | 3.9978×10−4 | 1.9566 | 2.0073×10−4 | 1.9607 | |
20 | 2.2738×10−4 | 1.9615 | 1.1385×10−4 | 1.9711 | |
25 | 1.4625×10−4 | 1.9775 | 7.3238×10−5 | 1.9771 | |
1.3 | 10 | 3.1514×10−3 | 1.5847×10−3 | ||
15 | 1.4225×10−3 | 1.9617 | 7.1426×10−4 | 1.9654 | |
20 | 8.0814×10−4 | 1.9656 | 4.0464×10−4 | 1.9752 | |
25 | 5.1939×10−4 | 1.9811 | 2.6009×10−4 | 1.9807 | |
1.5 | 10 | 5.3058×10−3 | 2.6680×10−3 | ||
15 | 2.3861×10−3 | 1.9709 | 1.1981×10−3 | 1.9745 | |
20 | 1.3534×10−3 | 1.9711 | 6.7766×10−4 | 1.9808 | |
25 | 8.6906×10−4 | 1.9851 | 4.3519×10−4 | 1.9847 | |
1.7 | 10 | 7.2062×10−3 | 3.6236×10−3 | ||
15 | 3.2347×10−3 | 1.9755 | 1.6242×10−3 | 1.9792 | |
20 | 1.8321×10−3 | 1.9760 | 9.1737×10−4 | 1.9857 | |
25 | 1.1754×10−3 | 1.9893 | 5.8858×10−4 | 1.9889 | |
1.9 | 10 | 8.0346×10−3 | 4.0402×10−3 | ||
15 | 3.6198×10−3 | 1.9665 | 1.8175×10−3 | 1.9701 | |
20 | 2.0516×10−3 | 1.9736 | 1.0273×10−3 | 1.9833 | |
25 | 1.3162×10−3 | 1.9893 | 6.5910×10−4 | 1.9888 |
The L∞, L2 errors and spatial convergence orders for Example 4.
γ | N | L∞ error | Convergence order | L2 error | Convergence order |
---|---|---|---|---|---|
1.1 | 10 | 1.2725×10−5 | 6.5169×10−5 | ||
15 | 2.5700×10−6 | 3.9453 | 1.2858×10−5 | 4.0029 | |
20 | 8.0847×10−7 | 4.0202 | 4.0665×10−5 | 4.0014 | |
25 | 3.3300×10−7 | 3.9751 | 1.6653×10−5 | 4.0009 | |
1.3 | 10 | 3.6079×10−5 | 1.8230×10−5 | ||
15 | 7.1968×10−6 | 3.9758 | 3.6064×10−6 | 3.9964 | |
20 | 2.2773×10−6 | 3.9997 | 1.1417×10−6 | 3.9982 | |
25 | 9.3472×10−7 | 3.9907 | 4.6773×10−7 | 3.9989 | |
1.5 | 10 | 5.7773×10−5 | 2.9133×10−5 | ||
15 | 1.1491×10−5 | 3.9829 | 5.7620×10−6 | 3.9968 | |
20 | 3.6402×10−6 | 3.9959 | 1.8240×10−6 | 3.9984 | |
25 | 1.4930×10−6 | 3.9942 | 7.4725×10−7 | 3.9991 | |
1.7 | 10 | 7.6488×10−5 | 3.8541×10−5 | ||
15 | 1.5190×10−5 | 3.9868 | 7.6189×10−6 | 3.9981 | |
20 | 4.8133×10−6 | 3.9948 | 2.4113×10−6 | 3.9991 | |
25 | 1.9734×10−6 | 3.9959 | 9.8780×10−7 | 3.9994 | |
1.9 | 10 | 8.4694×10−5 | 4.2666×10−5 | ||
15 | 1.6803×10−5 | 3.9892 | 8.4290×10−6 | 3.9997 | |
20 | 5.3240×10−6 | 3.9951 | 2.6670×10−6 | 3.9999 | |
25 | 2.1823×10−6 | 3.9968 | 1.0924×10−6 | 4.0000 |
6 Conclusion
In this paper, we have constructed a Crank-Nicolson WSGI-OSC method for the two-dimensional time-fractional diffusion-wave equation. The original fractional diffusion-wave equation is transformed into its equivalent partial integro-differential equations, then Crank-Nicolson orthogonal spline collocation method with WSGI approximation is developed. The proposed method holds a higher convergence order than the convergence order O(τ3−γ) of general L1 approximation. The stability and convergence analysis are derived. Some numerical examples are also given to confirm our theoretical analysis.
Acknowledgement
The authors would like to thank the referees for their very helpful and detailed comments, which have significantly improved the presentation of this paper. This work was supported by the National Natural Science Foundation of China (Grant No.11601076) and the Ph.D. Research Start-up Fund Project of East China University of Technology (Grant No.DHBK2019213).
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© 2020 Xiaoyong Xu and Fengying Zhou, published by De Gruyter
This work is licensed under the Creative Commons Attribution 4.0 International License.
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- Evolution of the first eigenvalue of the Laplace operator and the p-Laplace operator under a forced mean curvature flow
- Noetherian properties in composite generalized power series rings
- Inequalities for the generalized trigonometric and hyperbolic functions
- Blow-up analyses in nonlocal reaction diffusion equations with time-dependent coefficients under Neumann boundary conditions
- A new characterization of a proper type B semigroup
- Constructions of pseudorandom binary lattices using cyclotomic classes in finite fields
- Estimates of entropy numbers in probabilistic setting
- Ramsey numbers of partial order graphs (comparability graphs) and implications in ring theory
- S-shaped connected component of positive solutions for second-order discrete Neumann boundary value problems
- The logarithmic mean of two convex functionals
- A modified Tikhonov regularization method based on Hermite expansion for solving the Cauchy problem of the Laplace equation
- Approximation properties of tensor norms and operator ideals for Banach spaces
- A multi-power and multi-splitting inner-outer iteration for PageRank computation
- The edge-regular complete maps
- Ramanujan’s function k(τ)=r(τ)r2(2τ) and its modularity
- Finite groups with some weakly pronormal subgroups
- A new refinement of Jensen’s inequality with applications in information theory
- Skew-symmetric and essentially unitary operators via Berezin symbols
- The limit Riemann solutions to nonisentropic Chaplygin Euler equations
- On singularities of real algebraic sets and applications to kinematics
- Results on analytic functions defined by Laplace-Stieltjes transforms with perfect ϕ-type
- New (p, q)-estimates for different types of integral inequalities via (α, m)-convex mappings
- Boundary value problems of Hilfer-type fractional integro-differential equations and inclusions with nonlocal integro-multipoint boundary conditions
- Boundary layer analysis for a 2-D Keller-Segel model
- On some extensions of Gauss’ work and applications
- A study on strongly convex hyper S-subposets in hyper S-posets
- On the Gevrey ultradifferentiability of weak solutions of an abstract evolution equation with a scalar type spectral operator on the real axis
- Special Issue on Graph Theory (GWGT 2019), Part II
- On applications of bipartite graph associated with algebraic structures
- Further new results on strong resolving partitions for graphs
- The second out-neighborhood for local tournaments
- On the N-spectrum of oriented graphs
- The H-force sets of the graphs satisfying the condition of Ore’s theorem
- Bipartite graphs with close domination and k-domination numbers
- On the sandpile model of modified wheels II
- Connected even factors in k-tree
- On triangular matroids induced by n3-configurations
- The domination number of round digraphs
- Special Issue on Variational/Hemivariational Inequalities
- A new blow-up criterion for the N – abc family of Camassa-Holm type equation with both dissipation and dispersion
- On the finite approximate controllability for Hilfer fractional evolution systems with nonlocal conditions
- On the well-posedness of differential quasi-variational-hemivariational inequalities
- An efficient approach for the numerical solution of fifth-order KdV equations
- Generalized fractional integral inequalities of Hermite-Hadamard-type for a convex function
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- An equivalent quasinorm for the Lipschitz space of noncommutative martingales
- Optimal control of a viscous generalized θ-type dispersive equation with weak dissipation
- Special Issue on Problems, Methods and Applications of Nonlinear analysis
- Generalized Picone inequalities and their applications to (p,q)-Laplace equations
- Positive solutions for parametric (p(z),q(z))-equations
- Revisiting the sub- and super-solution method for the classical radial solutions of the mean curvature equation
- (p,Q) systems with critical singular exponential nonlinearities in the Heisenberg group
- Quasilinear Dirichlet problems with competing operators and convection
- Hyers-Ulam-Rassias stability of (m, n)-Jordan derivations
- Special Issue on Evolution Equations, Theory and Applications
- Instantaneous blow-up of solutions to the Cauchy problem for the fractional Khokhlov-Zabolotskaya equation
- Three classes of decomposable distributions