High-order approximation to Caputo derivatives and Caputo-type advection-diffusion equations (II)
2015 ◽
Vol 18
(3)
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Keyword(s):
AbstractIn this paper, we first establish a high-order numerical algorithm for α-th (0 < α < 1) order Caputo derivative of a given function f(t), where the convergence rate is (4 − α)-th order. Then by using this new formula, an improved difference scheme with high order accuracy in time to solve Caputo-type fractional advection-diffusion equation with Dirichlet boundary conditions is constructed. Finally, numerical examples are carried out to confirm the efficiency of the constructed algorithm.
2017 ◽
Vol 38
(7)
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pp. 861-890
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2016 ◽
Vol 299
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pp. 159-175
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2019 ◽
Vol 29
(9)
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pp. 3515-3534
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2012 ◽
Vol E95.A
(10)
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pp. 1676-1682
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2019 ◽
Vol 357
◽
pp. 103-122
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1999 ◽
Vol 123
(1-3)
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pp. 1-6
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Keyword(s):