A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation

A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation

Year:    2017

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 4 : pp. 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.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.181016.300517e

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 4 : pp. 752–766

Published online:    2017-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    15

Keywords:    Boundary value problem Caputo fractional derivative Finite difference method Convergence Derivative bound.