Numerical approximation for the fractional diffusion equation via splines

Abstract

A one dimensional fractional diffusion model is considered, where the usual second-order derivative gives place to a fractional derivative of order , with 1 < ≤ 2. We consider the Caputo derivative as the space derivative, which is a form of representing the fractional derivative by an integral operator. The numerical solution is derived using Crank-Nicolson method in time combined with a spline approximation for the Caputo derivative in space. Consistency and convergence of the method is examined and numerical results are presented.