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A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation
Lyu P.1; Vong S.1; Wang Z.2
2017
Source PublicationEast Asian Journal on Applied Mathematics
ISSN20797370 20797362
Volume7Issue:4Pages:752-766
Abstract

In 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 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 Convergence Derivative Bound Finite Difference Method
DOI10.4208/eajam.181016.300517e
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000423848400009
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Cited Times [WOS]:6   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.Universidade de Macau
2.Guangdong University of Technology
First Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Lyu P.,Vong S.,Wang Z.. A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation[J]. East Asian Journal on Applied Mathematics,2017,7(4):752-766.
APA Lyu P.,Vong S.,&Wang Z..(2017).A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation.East Asian Journal on Applied Mathematics,7(4),752-766.
MLA Lyu P.,et al."A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation".East Asian Journal on Applied Mathematics 7.4(2017):752-766.
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