FDM for fractional parabolic equations with the Neumann condition

Abstract

In the present study, the first and second order of accuracy stable difference schemes for the numerical solution of the initial boundary value problem for the fractional parabolic equation with the Neumann boundary condition are presented. Almost coercive stability estimates for the solution of these difference schemes are obtained. The method is illustrated by numerical examples. © 2013 Ashyralyev and Cakir; licensee Springer.