Stable numerical algorithm with localized radial basis function for solution of fractional convection–diffusion–reaction equation

Abstract

Designing an efficient high-order numerical discretization is one of the challenges in numerical solution of fractional differential equations. Therefore in this paper to overcome the ill-conditioning that often destroys the convergence rate of global RBF methods, we apply a local meshfree method known as radial basis function-generated finite difference (RBF-FD) method equipped with a greedy algorithm to design stable stencil weights and approximate spatial derivatives for parabolic fractional partial differential equations (FPDEs) of convection–diffusion–reaction type. In RBF-FD method to select stable stencils that make weights with desirable properties for differentiation matrix, we apply a greedy algorithm, then convergence and stability of proposed scheme are investigated theoretically and numerically to show efficiency of developed technique. Finally, numerical results are provided by some FPDEs in regular and irregular shaped domains to illustrate the approximation quality and convergence of our approach in comparison with the results presented in literatures.