Numerical method for system of space-fractional equations of superdiffusion type with delay and Neumann boundary conditions

Abstract

We consider a system of two space-fractional superdiffusion equations with functional general delay and Neumann boundary conditions. For this problem, an analogue of the Crank-Nicolson method is constructed, based on the shifted Grünwald-Letnikov formulas for approximating fractional Riesz derivatives with respect to a spatial variable and using piecewise linear interpolation of discrete prehistory with extrapolation by continuation to take into account the delay effect. With the help of the Gershgorin theorem, the solvability of the difference scheme and its stability are proved. The order of convergence of the method is obtained. The results of numerical experiments are presented.