Spectral collocation method for the time-fractional diffusion-wave equation and convergence analysis

In this paper, we consider the numerical solution of the time-fractional diffusion-wave equation. Essentially, the time fractional diffusion-wave equation differs from the standard diffusion-wave equation in the time derivative term. We propose a spectral collocation method in both temporal and spatial discretizations with a spectral expansion of Jacobi interpolation polynomial for this equation. The convergence of the method is rigorously established. Numerical tests are carried out to confirm the theoretical results.

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