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A Finite Difference Method for Boundary Value Problems of a Caputo Fractional Differential Equation
Published online by Cambridge University Press: 31 January 2018
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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- Copyright © Global-Science Press 2017
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