An implicit integration factor method for a kind of spatial fractional diffusion equations

Abstract

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete ordinary differential system by using the implicit integration factor method, which is a class of efficient semi-implicit temporal scheme. Numerical results show that the proposed scheme is accurate even for the discontinuous coefficients.