Numerical Solution of Time-Dependent Problems with a Fractional-Power Elliptic Operator

Abstract

A time-dependent problem in a bounded domain for a fractional diffusion equation is considered. The first-order evolution equation involves a fractional-power second-order elliptic operator with Robin boundary conditions. A finite-element spatial approximation with an additive approximation of the operator of the problem is used. The time approximation is based on a vector scheme. The transition to a new time level is ensured by solving a sequence of standard elliptic boundary value problems. Numerical results obtained for a two-dimensional model problem are presented.