Difference method and its convergence analysis for time-fractional diffusion equation based on L2-1σ scheme
The time fractional diffusion equation is combined with the L2-1σ scheme in the time direc-tion,and the second order central difference method is used to discretization in space.The convergence and stability of the discretization scheme are analyzed.The discretization scheme and the analysis meth-od can be easily extended to the case of high dimensional space.Finally,a numerical example is given to compare the error and convergence order of the L2-1σ scheme and the L1 scheme,which shows the superiority of the L2-1σ scheme in time fractional derivative approximation.
time fractional diffusion equationconvergence orderdifference scheme