WSGD-OSC Scheme for Two-Dimensional Distributed Order Fractional Reaction–Diffusion Equation

Abstract

In this paper, a new numerical approximation is discussed for the two-dimensional distributed-order time fractional reaction–diffusion equation. Combining with the idea of weighted and shifted Grunwald difference (WSGD) approximation (Tian et al. in Math Comput 84:1703–1727, 2015; Wang and Vong in J Comput Phys 277:1–15, 2014) in time, we establish orthogonal spline collocation (OSC) method in space. A detailed analysis shows that the proposed scheme is unconditionally stable and convergent with the convergence order $$\mathscr {O}(\tau ^2+\Delta \alpha ^2+h^{r+1})$$ , where $$\tau , \Delta \alpha , h$$ and r are, respectively the time step size, step size in distributed-order variable, space step size, and polynomial degree of space. Interestingly, we prove that the proposed WSGD-OSC scheme converges with the second-order in time, where OSC schemes proposed previously (Fairweather et al. in J Sci Comput 65:1217–1239, 2015; Yang et al. in J Comput Phys 256:824–837, 2014) can at most achieve temporal accuracy of order which depends on the order of fractional derivatives in the equations and is usually less than two. Some numerical results are also given to confirm our theoretical prediction.