Numerical solution of the boundary value problem for the heat equation with fractional Riesz derivative

Abstract

The work is devoted to the numerical solution of the initial boundary value problem for the heat equation with a fractional Riesz derivative. Explicit and implicit difference schemes are constructed that approximate the boundary value problem for the heat equation with a fractional Riesz derivative with respect to the coordinate. In the case of an explicit difference scheme, a condition is obtained for the time step at which the difference scheme converges. For an implicit difference scheme, a theorem on unconditional convergence is proved. An example of a numerical calculation using an implicit difference scheme is given. It has been established that when passing to a fractional derivative, the process of heat propagation slows down.