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Finite difference spectral approximation for the time‐space fractional telegraph equation and its parameter estimation
Authors:Xiu Yang  Xiaoyun Jiang  Hui Zhang
Abstract:The object of this paper is to present the numerical solution of the time‐space fractional telegraph equation. The proposed method is based on the finite difference scheme in temporal direction and Fourier spectral method in spatial direction. The fast Fourier transform (FFT) technique is applied to practical computation. The stability and convergence analysis are strictly proven, which shows that this method is stable and convergent with (2?α) order accuracy in time and spectral accuracy in space. Moreover, the Levenberg‐Marquardt (L‐M) iterative method is employed for the parameter estimation. Finally, some numerical examples are given to confirm the theoretical analysis.
Keywords:Fourier spectral method  Levenberg‐Marquardt method  parameter estimation  stability and convergence  time‐space fractional telegraph equation
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