A spline-based framework for solving the space–time fractional convection–diffusion problem

Abstract

In this study we consider a spline-based collocation method to approximate the solution of fractional convection–diffusion equations which include fractional derivatives in both space and time. This kind of fractional differential equations are valuable for modeling various real-world phenomena across different scientific disciplines such as finance, physics, biology and engineering.

The model includes the fractional derivatives of order between 0 and 1 in space and time, considered in the Caputo sense and the spatial fractional diffusion, represented by the Riesz–Caputo derivative (fractional order between 1 and 2). We propose and analyze a collocation method that employs a B-spline representation of the solution. This method exploits the symmetry properties of both the spline basis functions and the Riesz–Caputo operator, leading to an efficient approach for solving the fractional differential problem. We discuss the advantages of using Greville Abscissae as collocation points, and compare this choice with other possible distributions of points. Numerical experiments are presented to demonstrate the effectiveness of the proposed method.