Finite difference/local discontinuous Galerkin method for solving the fractional diffusion-wave equation

In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and give a semidiscrete scheme in time with the truncation error $O((Δt)^2)$, where $Δt$ is the time step size. Further we develop a fully discrete scheme for the fractional diffusion-wave equation, and prove that the method is unconditionally stable and convergent with order $O(h^{k+1}+(Δt)^{2})$, where $k$ is the degree of piecewise polynomial. Extensive numerical examples are carried out to confirm the theoretical convergence rates.

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