A stable class of finite difference scheme for nonlocal partial differential equation

Abstract In this article, a numerical study is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The proposed numerical finite difference scheme is based on the Hermite formula. The Caputo’s fractional derivatives in time are discretized by a finite difference scheme of order O(k (3−α)) & O(k (3−β)), 1 < β < α < 2. The stability and the convergence analysis of the proposed methods are given by a procedure similar to the standard von Neumann stability analysis under mild conditions. Also for FPDE, accuracy of order O k (3−α) + k (3−β) + h 4 is investigated. Finally, several numerical experiments with different fractional-order derivatives are provided and compared with the exact solutions to illustrate the accuracy and efficiency of the scheme. A comparative numerical study is also done to demonstrate the efficiency of the proposed scheme.