On the Numerical Solution of Fractional Parabolic Partial Differential Equations with the Dirichlet Condition

The first and second order of accuracy stable difference schemes for the numerical solution of the mixed problem for the fractional parabolic equation are presented. Stability and almost coercive stability estimates for the solution of these difference schemes are obtained. A procedure of modified Gauss elimination method is used for solving these difference schemes in the case of one-dimensional fractional parabolic partial differential equations.