Fourth-order time stepping methods with matrix transfer technique for space-fractional reaction-diffusion equations (Q2273073)

The authors consider the numerical approximation of space-fractional reaction-diffusion equations. They develop two fourth-order schemes. The schemes are based on the use of fourth-order Matrix Transfer Technique for spatial discretization and fourth-order Exponential Time Differencing Runge-Kutta for temporal discretization. It is shown that the \(A\)-stable method produces spurious oscillations (when the initial data is non-smooth) due to high-frequency components present in the solution. These oscillations diminish as the order of the space-fractional derivative decreases. A reliability constraint which depends on the order of the space-fractional derivative is introduced to avoid these oscillations. The \(L\)-stable method is reliable for any time step and maintains its expected fourth-order. Some numerical examples are presented to confirm the fourth-order accuracy in space and time.