A Time-Space Collocation Spectral Approximation for a Class of Time Fractional Differential Equations

A numerical scheme is presented for a class of time fractional differential equations with Dirichlet's and Neumann's boundary conditions. The model solution is discretized in time and space with a spectral expansion of Lagrange interpolation polynomial. Numerical results demonstrate the spectral accuracy and efficiency of the collocation spectral method. The technique not only is easy to implement but also can be easily applied to multidimensional problems.

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