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308379

A FRACTIONAL TRAPEZOIDAL RULE TYPE DIFFERENCE SCHEME FOR FRACTIONAL ORDER INTEGRO-DIFFERENTIAL EQUATION HONGBIN CHEN, SIQING GAN, DA XU

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Last updated: 29 Dec 2024

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Abstract

A fractional trapezoidal rule type difference scheme for fractional order integro-differential equation is considered. The equation is discretized in time by means of a method based on the trapezoidal rule: while the time derivative is approximated by the standard trapezoidal rule, the integral term is discretized by means of a fractional quadrature rule constructed again from the trapezoidal rule. The solvability, stability and L2-norm convergence are proved. The convergence order is second order both in temporal and spatial directions. Furthermore, a spatial compact scheme, based on the fractional trapezoidal rule type difference scheme, is also proposed and the similar results are derived. The convergence order is second for time and fourth for space. Preliminary numerical experiment confirms our theoretical results

DOI

10.21608/jfca.2016.308379

Volume

7

Article Issue

1

Related Issue

42474

Issue Date

2016-01-01

Receive Date

2023-07-17

Publish Date

2016-01-01

Page Start

133

Page End

146

Print ISSN

2090-584X

Online ISSN

2090-5858

Link

https://jfca.journals.ekb.eg/article_308379.html

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https://jfca.journals.ekb.eg/service?article_code=308379

Order

308,379

Type

Regular research papers

Type Code

2,646

Publication Type

Journal

Publication Title

Journal of Fractional Calculus and Applications

Publication Link

https://jfca.journals.ekb.eg/

MainTitle

A FRACTIONAL TRAPEZOIDAL RULE TYPE DIFFERENCE SCHEME FOR FRACTIONAL ORDER INTEGRO-DIFFERENTIAL EQUATION HONGBIN CHEN, SIQING GAN, DA XU

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Article

Created At

18 Dec 2024