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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)


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.


Corresponding author

*Corresponding author. Email (P. Lyu), (S. Vong), (Z. Wang)


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