High-order approximation to generalized Caputo derivatives and generalized fractional advection-diffusion equations

TL;DR

This paper develops a high-order time-stepping scheme for approximating generalized Caputo derivatives and applies it to solve generalized fractional advection-diffusion equations, demonstrating stability, convergence, and numerical accuracy.

Contribution

It introduces a new cubic interpolation-based scheme with high convergence order for generalized Caputo derivatives and applies it to fractional PDEs.

Findings

Convergence order of the scheme is (4 - α) in time.

The difference scheme is stable and convergent.

Numerical results confirm theoretical convergence rates.

Abstract

In this article, a high-order time-stepping scheme based on the cubic interpolation formula is considered to approximate the generalized Caputo fractional derivative (GCFD). Convergence order for this scheme is $(4-\alpha)$, where $\alpha ~(0<\alpha<1)$ is the order of the GCFD. The local truncation error is also provided. Then, we adopt the developed scheme to establish a difference scheme for the solution of generalized fractional advection-diffusion equation with Dirichlet boundary conditions. Furthermore, we discuss about the stability and convergence of the difference scheme. Numerical examples are presented to examine the theoretical claims. The convergence order of the difference scheme is analyzed numerically, which is $(4-\alpha)$ in time and second-order in space.