Application of Compact Finite Difference Method for Solving Some Type of Fractional Derivative Equations

In this paper, the compact finite difference scheme as unconditionally stable method is applied to some type of fractional derivative equation. We intend to solve with this scheme two kinds of a fractional derivative, first a fractional order system of Granwald-Letnikov type 1 for influenza and second fractional reaction sub diffusion equation. Also, we analyzed the stability of equilibrium points of this system. The convergence of the compact finite difference scheme in norm 2 are proved. Finally, various cases are used to test the numerical method. In comparison to other existing numerical methods, our results show that the scheme yields an accurate solution that is quick to compute.