An accurate finite-difference scheme for the numerical solution of a fractional differential equation
نویسندگان
1 Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati - 781039, India.
2 Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati - 781039, India.
doi
10.22034/cmde.2024.61919.2699چکیده
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 a 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 to a semilinear fractional differential equation. Numerical experiments are presented to validate the proposed method.