Finite Difference–Collocation Method for the Generalized Fractional Diffusion Equation

In this paper, an approximate method combining the finite difference and collocation methods is studied to solve generalized fractional diffusion equation (GFDE). The convergence stability analysis of presented are also established in detail. To ensure effectiveness accuracy proposed method, test examples with different scale weight functions considered, obtained numerical results compared existing literature. It observed that approach works very well derivatives (GFDs), as presence a derivative (GFD) cause difficulty for its discretization further analysis.