A second order finite difference-spectral method for space fractional diffusion equations (Q477074)

The authors are concerned with a high-order finite difference spectral method for solving fractional diffusion equations. The approach combines the second-order finite difference method in time and the spectral Galerkin method in the space variable. Stability and error estimates are rigorously discussed. It is proved that the convergence of order \(O(\tau^2+N^{\alpha-m})\) in the \(L^2\) norm, where \(\tau, N,\alpha\) and \(m\) are respectively the time step size, polynomial degree, fractional derivative index and the regularity of the exact solution.