Finite difference schemes for multi-term time-fractional mixed diffusion-wave equations

Abstract: The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the Caputo fractional derivative of order $\beta \in (1,2).$ Then the approximation is applied to solve a one-dimensional TFMDWE and an implicit, compact difference scheme is constructed. Next, a rigorous error analysis of the proposed scheme is carried out by employing the energy method, and it is proved to be convergent with first order accuracy in time and fourth order in space, respectively. In addition, some results for the distributed order and two-dimensional extensions are also reported in this work. Subsequently, a practical fast solver with linearithmic complexity is provided with partial diagonalization technique. Finally, several numerical examples are given to demonstrate the accuracy and efficiency of proposed schemes.