Numerical approximation of a time dependent, nonlinear, space-fractional diffusion equation

In this article we analyze a fully discrete numerical approximation to a time dependent fractional order diffusion equation which contains a nonlocal quadratic nonlinearity. The analysis is performed for a general fractional order diffusion operator. The nonlinear term studied is a product of the unknown function and a convolution operator of order 0. Convergence of the approximation and a priori error estimates are given. Numerical computations are included, which confirm the theoretical predictions. © 2007 Society for Industrial and Applied Mathematics.