Difference method for the differential equation with fractional derivative

MaRDI QIDQ1305859zbMATH OpenFDO

Authors V. Pereyra, Iclal Öztürk, M. H. Shkhanekov

Publication date 22 September 1999

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

difference schemeRiemann-Liouville fractional derivativestabilitytwo-point boundary value problemuniform convergence

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

This paper deals with a two-point boundary value problem for second-order ordinary differential equation which contains an \(\alpha\)-order Riemann-Liouville fractional derivative. The authors show stability and uniform convergence of the solution of the corresponding difference scheme. An iterative process for solving the obtained algebraic system is discussed.

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Cited in

(8)

• On the convergence of difference schemes for differential equations with a fractional derivative
• On the consistency of the finite difference approximation with the Riemann-Liouville fractional derivative for \(0 < \alpha < 1\)
• Convergence analysis of a finite difference scheme for a two-point boundary value problem with a Riemann-Liouville-Caputo fractional derivative
• On the solution of a fractional derivative boundary value problem
• scientific article; zbMATH DE number 1990908 (Why is no real title available?)
• A finite difference method for boundary value problems of a Caputo fractional differential equation
• Numerical method of solving initial problems for second order differential equations with Riemann-Liouville fractional derivatives
• A numerical method of solving the Cauchy problem for one differential equation with the Caputo fractional derivative

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