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A High Order Scheme for Fractional Differential Equations with the Caputo-Hadamard Derivative

A High Order Scheme for Fractional Differential Equations with the Caputo-Hadamard Derivative

Year:    2025

Author:    Xingyang Ye, Junying Cao, Chuanju Xu

Journal of Computational Mathematics, Vol. 43 (2025), Iss. 3 : pp. 615–640

Abstract

In this paper, we consider numerical solutions of the fractional diffusion equation with the $α$ order time fractional derivative defined in the Caputo-Hadamard sense. A high order time-stepping scheme is constructed, analyzed, and numerically validated. The contribution of the paper is twofold: 1) regularity of the solution to the underlying equation is investigated, 2) a rigorous stability and convergence analysis for the proposed scheme is performed, which shows that the proposed scheme is $3 + α$ order accurate. Several numerical examples are provided to verify the theoretical statement.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.2312-m2023-0098

Journal of Computational Mathematics, Vol. 43 (2025), Iss. 3 : pp. 615–640

Published online:    2025-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    26

Keywords:    Caputo-Hadamard derivative Fractional differential equations High order scheme Stability and convergence analysis.

Author Details

Xingyang Ye

Junying Cao

Chuanju Xu

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    https://doi.org/10.3934/era.2025018 [Citations: 0]