On the numerical solution of space–time fractional diffusion models

Hanert, Emmanuel [UCL]

A flexible numerical scheme for the discretization of the space–time fractional diffusion equation is pre- sented. The model solution is discretized in time with a pseudo-spectral expansion of Mittag–Leffler functions. For the space discretization, the proposed scheme can accommodate either low-order finite- difference and finite-element discretizations or high-order pseudo-spectral discretizations. A number of examples of numerical solutions of the space–time fractional diffusion equation are presented with various combinations of the time and space derivatives. The proposed numerical scheme is shown to be both efficient and flexible.