A high-order compact difference method on fitted meshes for Neumann problems of time-fractional reaction–diffusion equations with variable coefficients

This paper is concerned with numerical methods for a class of nonhomogeneous Neumann problems of time-fractional reaction–diffusion equations with variable coefficients. The solutions of this kind of problems often have weak singularity at the initial time. This makes the existing numerical methods with uniform time mesh often lose accuracy. In this paper, we propose and analyze a high-order compact finite difference method with nonuniform time mesh. The time-fractional derivative is approximated by Alikhanov’s high-order approximation on a class of fitted time meshes. For the spatial variable coefficient differential operator, a new fourth-order boundary discretization is developed under the nonhomogeneous Neumann boundary condition, and then a new fourth-order compact finite difference approximation on a space uniform mesh is obtained. Under the assumption of the weak initial singularity of solution, we prove that for the general case of the variable coefficients, the proposed method is unconditionally stable and the numerical solution converges to the solution of the problem under consideration. The convergence result also gives an optimal error estimate of the numerical solution in the discrete L2-norm, which shows that the method has the spatial fourth-order convergence, while it attains the temporal optimal second-order convergence provided a proper mesh grading parameter is employed. Numerical results that confirm the sharpness of the error analysis are presented.