A high-order L2 type difference scheme for the time-fractional diffusion equation

Abstract: The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating approximations of the second and fourth order in space and the $(3-\alpha)$ th-order in time for the time fractional diffusion equation with variable coefficients. Stability of the schemes under consideration as well as their convergence with the rate equal to the order of the approximation error are proven. The received results are supported by the numerical computations performed for some test problems.