A high-order compact finite difference method and its extrapolation for fractional mobile/immobile convection-diffusion equations (Q1675424)

The author discusses the numerical solution of a class of fractional mobile/immobile convection-diffusion equations. At first the equation is transformed into the equivalent problem: Find \(u(x,t)\) such that \[ \frac{\partial u}{\partial t}(x,t) + \beta \frac{\partial^\alpha u}{\partial t^\alpha}(x,t) = D \frac{\partial^2 u}{\partial x^2} + q(x) u(x,t) + g(x,t) \;\; \text{ for all } \;\, (x,t) \in (0,L) \times (0,T] \] holds and given inhomogeneous Dirichlet boundary conditions as well as a given initial condition are fulfilled. Hereby \(\partial^\alpha u/\partial t^\alpha\) represents the Caputo fractional derivative of order \(\alpha\), \(\beta\) and \(D\) are positive constants, \(q(x)\) and \(g(x,t)\) are given functions. A second-order approximation of the Caputo fractional derivative is presented. Using this approximation a compact finite difference scheme for solving the considered problem approximately is proposed. It is shown that this difference scheme has a unique solution. Furthermore, it is proved that the scheme is (almost) unconditionally stable. It is also proved that the solution of the proposed finite difference scheme has second-order accuracy in time and fourth-order accuracy in space independent of the order \(\alpha\) of the fractional derivative. Using Richardson extrapolation an algorithm is proposed which gives a solution with third-order accuracy in time. Finally, numerical examples are presented which illustrate the derived convergence estimates.