A finite difference method for a two-point boundary value problem with a Caputo fractional derivative

DOI10.1093/imanum/dru011zbMath1339.65097arXiv1312.5189OpenAlexW2125565379MaRDI QIDQ5249721

Martin Stynes, José Luis Gracia

Publication date: 11 May 2015

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.5189

zbMATH Keywords

convergencefinite difference methodnumerical exampleserror boundboundary value problemCaputo fractional derivativefractional differential equation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for numerical methods for ordinary differential equations (65L70) Linear boundary value problems for ordinary differential equations (34B05) Finite difference and finite volume methods for ordinary differential equations (65L12) Fractional ordinary differential equations (34A08)

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