Distributed order fractional differential equations are efficient in
describing physical phenomena because of the differential order
distribution. In this paper, the distributed order time-fractional
reaction-diffusion equation is considered in the sense of Caputo
fractional derivative. A hybrid method is developed based on the Moving
Kriging (MK) interpolation and finite difference method for solving this
distributed order equation. First, the distributed integral is
discretized by the $M$-point Gauss Legendre quadrature rule. Then, the
$L2-1_{\sigma}$ method is applied to approximate the
solution of the fractional derivative discretization. Also, the
unconditionally stability and rate of convergence
$O(\tau^{2})$ of the time-discrete technique are
illustrated. Furthermore, the MK interpolation is applied in the space
variables discretization. Finally, some examples are presented to
indicate the efficiency of this method and endorsement the theoretical
results.