Stable finite difference method for fractional reaction\u2013diffusion equations by compact implicit integration factor methods

Abstract

In this paper we propose a stable finite difference method to solve the fractional reaction–diffusion systems in a two-dimensional domain. The space discretization is implemented by the weighted shifted Grünwald difference (WSGD) which results in a stiff system of nonlinear ordinary differential equations (ODEs). This system of ordinary differential equations is solved by an efficient compact implicit integration factor (cIIF) method. The stability of the second order cIIF scheme is proved in the discrete L^{2}-norm. We also prove the second-order convergence of the proposed scheme. Numerical examples are given to demonstrate the accuracy, efficiency, and robustness of the method.