Numerical solving the boundary value problem for fractional powers of elliptic operators

Abstract

A boundary value problem for a fractional power of the second-order elliptic operator is considered. It is solved numerically using a time-dependent problem for a pseudo-parabolic equation. For the auxiliary Cauchy problem, the standard two-level schemes with weights are applied. Stability conditions are obtained for the fully discrete schemes under the consideration. The numerical results are presented for a model two-dimensional boundary value problem wit a fractional power of an elliptic operator. The dependence of accuracy on grids in time and in space is studied.