TY - JOUR T1 - A High Order Scheme for Fractional Differential Equations with the Caputo-Hadamard Derivative AU - Ye , Xingyang AU - Cao , Junying AU - Xu , Chuanju JO - Journal of Computational Mathematics VL - 3 SP - 615 EP - 640 PY - 2024 DA - 2024/11 SN - 43 DO - http://doi.org/10.4208/jcm.2312-m2023-0098 UR - https://global-sci.org/intro/article_detail/jcm/23552.html KW - Caputo-Hadamard derivative, Fractional differential equations, High order scheme, Stability and convergence analysis. AB -
In this paper, we consider numerical solutions of the fractional diffusion equation with the $α$ order time fractional derivative defined in the Caputo-Hadamard sense. A high order time-stepping scheme is constructed, analyzed, and numerically validated. The contribution of the paper is twofold: 1) regularity of the solution to the underlying equation is investigated, 2) a rigorous stability and convergence analysis for the proposed scheme is performed, which shows that the proposed scheme is $3 + α$ order accurate. Several numerical examples are provided to verify the theoretical statement.