Two Linearized Schemes for One-Dimensional Time and Space Fractional Differential Equations

This paper investigates the solution to one-dimensional fractional differential equations with two types of fractional derivative operators of orders in the range of (Formula presented.). Two linearized schemes of the numerical method are constructed. The considered FDEs are equivalently transformed by the Riemann–Liouville integral into their integro-partial differential problems to reduce the requirement for smoothness in time. The analysis of stability and convergence is rigorously discussed. Finally, numerical experiments are described, which confirm the obtained theoretical analysis. © 2022 by the authors.

Authors
Orlov V.N. , Elsayed A.M. , Mahmoud E.I.
Journal
Publisher
MDPI AG
Number of issue
19
Language
English
Status
Published
Number
3651
Volume
10
Year
2022
Organizations
  • 1 Department of Applied Mathematics, Moscow State University of Civil Engineering, Yaroslavskoe Shosse 26, Moscow, 129337, Russian Federation
  • 2 Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, 44519, Egypt
  • 3 Nikolskii Mathematical Institute, Peoples Friendship University of Russia, Moscow, 117198, Russian Federation
Keywords
convergence; integro-differential equation; linearized schemes; stability; time and space fractional differential equations; weighted and shifted Grünwald difference operator
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