Investigations on several high-order ADI methods for time-space fractional diffusion equation (Q2322823)

This paper deals with the construction of high-precision unconditionally stable finite difference methods for solving time-space fractional diffusion equation with the Caputo fractional derivative (of order \(\beta\), with \(\beta \in (0, 1)\)) in time and the Rimann-Liouville fractional derivatives (of order \(\alpha\), with \(\alpha \in (1, 2]\)) in space. Two kinds of ADI difference schemes with the approximation orders \(O(\tau^{2-\beta} + h^3)\) and \(O(\tau^2 + h^3)\) respectively are established. The stability and convergence are shown. Some numerical tests are presented to support the theoretical results and a comparative study of several high-order schemes is provided.