High-accuracy numerical scheme for solving the space-time fractional advection-diffusion equation with convergence analysis

In this paper, the space-time fractional advection-diffusion equation (STFADE) is considered in the finite domain that the time and space derivatives are the Caputo fractional derivative. At first, a quadratic interpolation with convergence order O(τ3-α) is applied to obtain the semi-discrete in time variable. Then, the Chebyshev collocation method of the fourth kind has been used to approximate the spatial fractional derivative. In addition, the energy method has been employed to show the unconditional stability and gained convergence order of the time-discrete scheme. Finally, the accuracy of the numerical method is analyzed and showed that our method is much more accurate than existing techniques.