Abstract:
A finite difference method for a class of time-space fractional diffusion equations is considered. The trapezoidal formula and a fourth-order fractional compact difference scheme are, respectively, used in temporal and spatial discretisations and the method stability is studied. Theoretical estimates of the convergence in the L-2 -norm are shown to be O(tau(2) + h(4)), where tau and h are time and space mesh sizes. Numerical examples confirm theoretical results.