A NOVEL FINITE DIFFERENCE SCHEME FOR TIME FRACTIONAL DIFFUSION-WAVE EQUATION WITH SINGULAR KERNEL

A NOVEL FINITE DIFFERENCE SCHEME FOR TIME FRACTIONAL DIFFUSION-WAVE EQUATION WITH SINGULAR KERNEL

K. Bouguetof, K. Haouam

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Abstract

In this paper, we suggest a novel numerical approximation of the Caputo- Fabrizio fractional derivative of order  (1 <  < 2). Our novel discretization is found by using discret fractional derivative at t = tk with new coecients . Also, we prove that the dierence scheme is unconditionally stable.

Keywords

Caputo-Fabrizio, diusion-wave equation, novel nite dierence, stability.