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High-order numerical approximation formulas for Riemann–Liouville (Riesz) tempered fractional derivatives: Construction and application (II)

By constructing new numerical approximation formulas for the left and right Riemann–Liouville tempered fractional derivatives of order α∈(0,1), a numerical algorithm is proposed to solve the space tempered fractional convection equation. The algorithm is shown to be unconditionally stable and conver...

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Bibliographic Details
Published in:Applied mathematics letters 2018-12, Vol.86, p.208-214
Main Authors: Ding, Hengfei, Li, Changpin
Format: Article
Language:English
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Summary:By constructing new numerical approximation formulas for the left and right Riemann–Liouville tempered fractional derivatives of order α∈(0,1), a numerical algorithm is proposed to solve the space tempered fractional convection equation. The algorithm is shown to be unconditionally stable and convergent with order Oτ2+h2. Finally, numerical example is provided to verify the theoretical analysis.
ISSN:0893-9659
1873-5452
DOI:10.1016/j.aml.2018.06.037