The Crank-Nicholson type compact difference scheme for a loaded time-fractional Hallaire's equation

Abstract

In this paper, we study loaded modified diffusion equation (the Hallaire equation with the fractional derivative with respect to time). The compact finite difference scheme of Crank-Nicholson type of higher order is developed for approximating the stated problem on uniform grids. A priori estimates are obtained in difference and differential interpretations, from which there follow uniqueness, stability, and convergence of the solution of the difference problem to solution of the differential problem with the rate $\mathcal{O}(h^4+τ^{2-α}.)$ Proposed theoretical calculations are confirmed by numerical experiments on test problem.