A moving collocation method is proposed and implemented to solve time fractional differential equations. The method is derived by writing the fractional differential equation into a form of time difference equation. The method is stable and has a third-order convergence in space and first-order convergence in time for either linear or nonlinear equations. In addition, the method is used to simulate the blowup in the nonlinear equations.
MA JingTang1 & JIANG YingJun2 1School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu 611130, China
