An accurate finite-difference scheme for the numerical solution of a fractional differential equation

Document Type : Research Paper

Authors

Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati - 781039, India.

Abstract

In this article, a steady-state fractional order boundary-value problem is considered with a fractional convection term. The highest-order derivative term involves a mixed-fractional derivative which appears as a combination of a first-order classical derivative and Caputo fractional derivative. We propose an $L1-$scheme over a uniform mesh for the numerical solution of the fractional differential equation. With the help of a properly chosen barrier function, we discuss error analysis and prove that the proposed method converges with almost first-order. The proposed scheme is also applied on a semilinear fractional differential equation. Numerical experiments are presented to validate the proposed method.

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Articles in Press, Accepted Manuscript
Available Online from 08 October 2024
  • Receive Date: 02 June 2024
  • Revise Date: 11 September 2024
  • Accept Date: 06 October 2024