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A second‐order finite difference method for fractional diffusion equation with Dirichlet and fractional boundary conditions
Authors:Changping Xie  Shaomei Fang
Abstract:In this paper, we develop a practical numerical method to approximate a fractional diffusion equation with Dirichlet and fractional boundary conditions. An approach based on the classical Crank–Nicolson method combined with spatial extrapolation is used to obtain temporally and spatially second‐order accurate numerical estimates. The solvability, stability, and convergence of the proposed numerical scheme are proved via the Gershgorin theorem. Numerical experiments are performed to confirm the accuracy and efficiency of our scheme.
Keywords:Crank–  Nicholson method  fractional boundary conditions  fractional diffusion equation  Riemann–  Liouville fractional derivative  stability and convergence
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