A numerical method of solving the Cauchy problem for one differential equation with the Riemann – Liouville fractional derivative

Autor: A.G. Omarova
Jazyk: English<br />Russian
Rok vydání: 2024
Předmět:
Zdroj: Известия высших учебных заведений. Поволжский регион: Физико-математические науки, Iss 3 (2024)
Druh dokumentu: article
ISSN: 2072-3040
DOI: 10.21685/2072-3040-2024-3-2
Popis: Background. The object of study in this work is the Cauchy problem for an ordinary differential equation with the Riemann – Liouville fractional derivative on an interval [0,Т ]. A distinctive feature of the problem is that the order is a variable function α = α(t), that depends on time and satisfies the condition 0 < α(t) < 1. The purpose of the study is to construct a numerical method for solving the designated Cauchy problem. Materials and methods. For a numerical solution, the finite difference method is used, with the help of which the transition from a continuous region to a discrete one is carried out. A difference approximation of the Riemann – Liouville fractional derivative is used based on the definition of the Grunwald – Letnikov fractional derivative. Results. A difference scheme is constructed that approximates the original problem with order 2 − α(t) . The convergence and stability of the difference solution is proven. A computational experiment was also carried out for various functions α(t). Conclusions. The performed computational experiment confirms the convergence of the proposed method.
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