A FRACTIONAL ANALOG OF CRANK–NICHOLSON METHOD FOR THE TWO SIDED SPACE FRACTIONAL PARTIAL EQUATION WITH FUNCTIONAL DELAY

For two sided space fractional diffusion equation with time functional after-effect, an implicit numerical method is constructed and the order of its convergence is obtained. The method is a fractional analogue of the Crank–Nicholson method, and also uses interpolation and extrapolation of the prehistory of model with respect to time.

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