A compact difference scheme for fractional sub-diffusion equations with the spatially variable coefficient under Neumann boundary conditions (Q257114)

A one-dimensional fractional sub-diffusion equation with variable coefficients subject to linear Neumann-type boundary conditions is considered. The differential operator is taken in the linear form of the Caputo fractional derivative of order \(\alpha\) (\(\alpha \in (0,1)\)) and a self-conjugate spatial term. For the numerical solution of the problem a compact finite difference scheme on a uniform mesh is proposed. The scheme leads to the solution of the penta-diagonal algebraic systems with special form allowing to resolve the problem with variable coefficients. Stability and convergence of the scheme are proved. The global convergence of order \(h^4\) in space + \(\tau^{2-\alpha}\) in time is achieved. Numerical examples are given.