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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
Conference DateUniv Macau, Macao, PEOPLES R CHINA
Conference PlaceJUN 20-22, 2016
Publication PlaceEDINBURGH BLDG, SHAFTESBURY RD, CB2 8RU CAMBRIDGE, ENGLAND
PublisherCAMBRIDGE UNIV PRESS
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-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 BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000423848400009
The Source to ArticleWOS
Scopus ID2-s2.0-85054533480
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Citation statistics
Document TypeConference paper
CollectionDEPARTMENT OF MATHEMATICS
Recommended Citation
GB/T 7714
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.
APA Lyu, Pin., Vong, Seakweng., & Wang, Zhibo (2017). A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation. , 7(4), 752-766.
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