A high-order compact difference scheme for the multi-term time-fractional Sobolev-type convection-diffusion equation
摘要
This paper presents two high-order compact difference schemes to discuss the numerical solution of the one-dimensional and two-dimensional multi-term time-fractional convection-diffusion equation of the Sobolev type based on the Caputo fractional derivative. For this purpose, we employ the L2 formula for the temporal discretization of the Caputo fractional derivatives and introduce a new compact difference operator for the space discretization. The proposed schemes transform the original problem into a system of algebraic equation. We present a novel analysis of the convergence and theoretical stability of both methods. The difference schemes have fourth-order and