English

On a Difference Scheme for Solving Cauchy Problems wuth the Caputo Fractional Derivative in a Banach Space

Numerical Analysis 2017-12-11 v1

Abstract

We construct and study a time--semidiscretization scheme for the Cauchy problem associated with a linear homogeneous differential equation with the Caputo fractional time derivative of order α(0,1)\alpha\in(0,1) and a spatial sectorial operator in a Banach space. For this scheme, we obtain rate--of--convergence and error estimates in terms of the discretization step. We use properties of Mittag--Leffler functions, hypergeometric functions, and the calculus of sectorial operators in a Banach space. Results of numerical experiments are also reported.

Keywords

Cite

@article{arxiv.1712.03047,
  title  = {On a Difference Scheme for Solving Cauchy Problems wuth the Caputo Fractional Derivative in a Banach Space},
  author = {M. M. Kokurin},
  journal= {arXiv preprint arXiv:1712.03047},
  year   = {2017}
}