A new implicit numerical scheme for fractional sub-diffusion equation

Xuhao Li, Patricia J. Y. Wong

Abstract: In this paper we shall develop a numerical scheme for a fractional sub-diffusion problem using parametric quintic spline. The solvability, convergence and stability of the scheme will be established and it is shown that the convergence order is higher than some earlier work done. We also present two numerical examples to illustrate the effectiveness of the numerical scheme.