A higher order non-polynomial spline method for fractional sub-diffusion problems

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 some numerical examples to illustrate the efficiency of the numerical scheme as well as to compare with other methods.