A higher order numerical scheme for generalized fractional diffusion equations

In this article, we develop a higher order approximation for the generalized fractional derivative that includes a scale function z(t) and a weight function w(t). This is then used to solve a generalized fractional diffusion problem numerically. The stability and convergence analysis of the numerical scheme are conducted by the energy method. It is proven that the temporal convergence order is 3 and this is the best result to date. Finally, we present four examples to confirm the theoretical results.