A Splitting type algorithm for numerical solution of pdes of fractional order

Abstract

Fractional order diffusion equations are generalizations of classical diffusion equations, treating super-diffusive flow processes. In this paper, we examine a splitting type numerical methods to solve a class of two-dimensional initial-boundary value fractional diffusive equations. Stability, consistency and convergence of the methods are investigated. It is shown that both schemes are unconditionally stable. A numerical example is presented.