High-order approximation for generalized fractional derivative and its application

Abstract

PurposeThis paper aims to present a high-order scheme to approximate generalized derivative of Caputo type for μ ∈ (0,1). The scheme is used to find the numerical solution of generalized fractional advection-diffusion equation define in terms of the generalized derivative.Design/methodology/approachThe Taylor expansion and the finite difference method are used for achieving the high order of convergence which is numerically demonstrated. The stability of the scheme is proved with the help of Von Neumann analysis.FindingsGeneralization of fractional derivatives using scale function and weight function is useful in modeling of many complex phenomena occurring in particle transportation. The numerical scheme provided in this paper enlarges the possibility of solving such problems.Originality/valueThe Taylor expansion has not been used before for the approximation of generalized derivative. The order of convergence obtained in solving generalized fractional advection-diffusion equation using the proposed scheme is higher than that of the schemes introduced earlier.