Numerical method with high order accuracy for solving a anomalous subdiffusion equation (Q2630753)

The authors study the following anomalous subdiffusion equation \[ \frac{\partial u(x,t)}{\partial t}= _{0}D^{1-\gamma}_{t}\Big(\frac{\partial^{2}u(x,t)}{\partial x^{2}}\Big) +f(x,t),~ 0<t<T, 0<x<L, \] with the following initial boundary conditions: \[ u(x,t)= w(x),~~ 0\leq x \leq L, \] \[ u(0,t)=\phi(t), ~ u(L,t)=\psi(t),~~ 0\leq t\leq T, \] where \(0<\gamma <1,\) and \(_{0}D^{1-\gamma}_{t}u(x,t)\) is the Riemann-Liouville fractional partial derivative of order \(1-\gamma\). The numerical method with second-order temporal accuracy and fourth-order spatial accuracy were developed for solving the above anomalous subdiffusion equation. The convergence, stability and solvability of the numerical methods were analyzed by Fourier analysis and it was found out that the numerical experiment strongly support the theoretical results.