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A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation
Lyu, Pin; Vong, Seakweng; Wang, Zhibo
2017-11
Conference NameEAST ASIAN JOURNAL ON APPLIED MATHEMATICS
Volume7
Issue4
Pages752-766
Publication PlaceEDINBURGH BLDG, SHAFTESBURY RD, CB2 8RU CAMBRIDGE, ENGLAND
PublisherCAMBRIDGE UNIV PRESS
AbstractIn this paper, we consider a two-point boundary value problem with Caputo fractional derivative, where the second order derivative of the exact solution is unbounded. Based on the equivalent form of the main equation, a finite difference scheme is derived. The L-infinity convergence of the difference system is discussed rigorously. The convergence rate in general improves previous results. Numerical examples are provided to demonstrate the theoretical results.
KeywordBoundary value problem Caputo fractional derivative Finite difference method Convergence Derivative bound
DOI10.4208/eajam.181016.300517e
URLView the original
Indexed BySCI ; CPCI
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000423848400009
The Source to ArticleWOS
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被引频次[WOS]:4   [WOS记录]     [WOS相关记录]
Document TypeConference paper
专题University of Macau
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Lyu, Pin,Vong, Seakweng,Wang, Zhibo. A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation[C]. EDINBURGH BLDG, SHAFTESBURY RD, CB2 8RU CAMBRIDGE, ENGLAND:CAMBRIDGE UNIV PRESS,2017:752-766.
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