[01079] Higher order numerical scheme to approximation generalized Caputo fractional derivatives and its application
Session Time & Room : 2C (Aug.22, 13:20-15:00) @G710
Type : Contributed Talk
Abstract : In this paper, a high-order numerical scheme is established to approximate the generalized Caputo fractional derivative using Lagrange interpolation formula. Order of convergence for this scheme is obtained as (4 − α), where α ∈ (0, 1) is the order of generalized Caputo fractional derivative. The local truncation error of the approximation is also obtained. Further, the developed scheme is used to solve the generalized fractional advection-diffusion equation. Stability and convergence are also discussed for the difference scheme. In the last, numerical examples are discussed to illustrate the theoretical results.
