High order unconditionally stable difference schemes for the Riesz space-fractional telegraph equation

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Abstract

In this paper, a class of unconditionally stable difference schemes based on the Padé approximation is presented for the Riesz space-fractional telegraph equation. Firstly, we introduce a new variable to transform the original differential equation to an equivalent differential equation system. Then, we apply a second order fractional central difference scheme to discretize the Riesz space-fractional operator. Finally, we use (1,1), (2,2) and (3,3) Padé approximations to give a fully discrete difference scheme for the resulting linear system of ordinary differential equations. Matrix analysis is used to show the unconditional stability of the proposed algorithms. Two examples with known exact solutions are chosen to assess the proposed difference schemes. Numerical results demonstrate that these schemes provide accurate and efficient methods for solving a space-fractional hyperbolic equation.

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Chen, S., Jiang, X., Liu, F., & Turner, I. (2015). High order unconditionally stable difference schemes for the Riesz space-fractional telegraph equation. Journal of Computational and Applied Mathematics, 278, 119–129. https://doi.org/10.1016/j.cam.2014.09.028

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