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JOURNALS // Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika // Archive

Izv. Vyssh. Uchebn. Zaved. Mat., 2022 Number 11, Pages 38–51 (Mi ivm9827)

A finite difference scheme on a graded mesh for solving Cauchy problems with a fractional Caputo derivative in a Banach space

M. M. Kokurina, S. I. Piskarevba

a Mari State University, 1 Lenin sqr., Yoshkar-Ola, 424001 Russia
b Moscow State University, 1 Leninskie Gory, Moscow, 119234 Russia

Abstract: We study a well-posed Cauchy problem with a fractional Caputo derivative of the order $\alpha\in(0,1)$ in a Banach space. We build and explore a finite difference scheme on a graded mesh for solving such problems. The stability and accuracy estimates for a proposed finite difference scheme are obtained.

Keywords: Cauchy problem, Caputo derivative, Banach space, finite difference scheme, stability, accuracy estimate, graded mesh, full discretization.

UDC: 517.983: 517.968: 519.642

Received: 14.01.2022
Revised: 20.04.2022
Accepted: 29.06.2022

DOI: 10.26907/0021-3446-2022-11-38-51


 English version:
Russian Mathematics (Izvestiya VUZ. Matematika), 2022, 66:11, 33–45


© Steklov Math. Inst. of RAS, 2024