Convergence Analysis of a High Order Schema for the Ordinary Fractional Diffusion Equation

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The block-by-block method extended by Kumar and Agrawal to fractional differential equations. Cao et al. proposed a high order schema which is based on an improved block-by-block approach, which consists in finding 4 unknowns simultaneously at each step block through solving a 4 × 4 system. We rigorously analytically prove that this method is convergent with order for , and order 6 for .

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3088-3091

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August 2014

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© 2014 Trans Tech Publications Ltd. All Rights Reserved

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