Discretized fractional substantial calculus

DOI10.1051/M2AN/2014037MaRDI QIDQ5249739zbMATH OpenOpenAlexFDO

Authors Minghua Chen, Weihua Deng

Publication date 11 May 2015

Published in ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.3086

zbMATH Keywords

convergenceFourier transformfractional linear multistep methodsfractional substantial calculusstability

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Abstract: This paper discusses the properties and the numerical discretizations of the fractional substantial integral ${\displaystyle }$I_s^

u f(x)=frac{1}{Gamma( u)} int_{a}^x{left(x- au ight)^{ u-1}}e^{-sigma(x- au)}{f( au)}d au, u>0, ${\displaystyle }$ and the fractional substantial derivative ${\displaystyle }$D_s^mu f(x)=D_s^m[I_s^ u f(x)],

u=m-mu,${\displaystyle }$ where $D_s=fracpartialpartialx+sigma=D+sigma$, $sigma$ can be a constant or a function without related to $x$, say $sigma(y)$; and $m$ is the smallest integer that exceeds $mu$. The Fourier transform method and fractional linear multistep method are used to analyze the properties or derive the discretized schemes. And the convergences of the presented discretized schemes with the global truncation error $mathcalO(h^p)$$(p=1,2,3,4,5)$ are theoretically proved and numerically verified.

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Cited in

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