Legendre collocation method for new generalized fractional advection-diffusion equation.

In this paper, the numerical method for solving a class of generalized fractional advection-diffusion equation (GFADE) is considered. The fractional derivative involving scale and weight factors is imposed for the temporal derivative and is analogous to the Caputo fractional derivative following an integration-after-differentiation composition. It covers many popular fractional derivatives by fixing different weights $ w(t) $ w (t) and scale functions $ z(t) $ z (t) inside. The numerical solution of such GFADE is derived via a collocation method, where conventional Legendre polynomials are implemented. Convergence and error analysis of polynomial expansions are studied theoretically. Numerical examples are considered with different boundary conditions to confirm the theoretical findings. By comparing the above examples with those from existing literature, we find that our proposed numerical method is simple, stable and easy to implement. [ABSTRACT FROM AUTHOR]