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

  • Pin Lyu (a1), Seakweng Vong (a1) and Zhibo Wang (a2)

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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Corresponding author

*Corresponding author. Email addresses:lyupin1991@163.com (P. Lyu), swvong@umac.mo (S. Vong), wzbmath@gdut.edu.cn (Z. Wang)

References

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