An implicit fully discrete compact finite difference scheme for time fractional diffusion-wave equation.

In this paper, an implicit compact finite difference (CFD) scheme was constructed to get the numerical solution for time fractional diffusion-wave equation (TFDWE), in which the time fractional derivative was denoted by Caputo-Fabrizio (C-F) sense. We proved that the full discrete scheme is unconditionally stable. We also proved that the rate of convergence in time is near to O (τ 2) and the rate of convergence in space is near to O (h 4). Test problem was considered for regular domain with uniform points to validate the efficiency and accuracy of the method. The numerical results can support the theoretical claims. [ABSTRACT FROM AUTHOR]