Document Type : Research Paper
University of Kashan, Kashan, I. R. Iran
The aim of this paper is to study the high order difference scheme for the solution of a fractional partial differential equation (PDE) in the electroanalytical chemistry. The space fractional derivative is described in the Riemann-Liouville sense. In the proposed scheme we discretize the space derivative with a fourth-order compact scheme and use the Grunwald- Letnikov discretization of the Riemann-Liouville derivative to obtain a fully discrete implicit scheme and analyze the solvability, stability and convergence of proposed scheme using the Fourier method. The convergence order of method is O(t + n4). Numerical examples demonstrate the theoretical results and high accuracy of proposed scheme.