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A grid method for solving the first initial boundary value problem for a loaded differential equation of fractional order convection diffusion
Author(s) -
M. Kh. Beshtokov
Publication year - 2020
Publication title -
herald of tver state university series applied mathematics
Language(s) - English
Resource type - Journals
ISSN - 1995-0136
DOI - 10.26456/vtpmk560
Subject(s) - mathematics , uniqueness , boundary value problem , mathematical analysis , convection–diffusion equation , convergence (economics) , differential equation , grid , initial value problem , diffusion , order (exchange) , rate of convergence , physics , geometry , computer science , thermodynamics , computer network , channel (broadcasting) , finance , economics , economic growth
Рассмотрена первая начально-краевая задача для нагруженного дифференциального уравнения конвекции диффузии дробного порядка. На равномерной сетке построена разностная схема, аппроксимирующая эту задачу. Для решения поставленной задачи в предположении существования регулярного решения получены априорные оценки в дифференциальной и разностной формах. Из этих оценок следуют единственность и непрерывная зависимость решения от входных данных задачи, а также сходимость со скоростью $O(h^2+\\tau^2)$. The first initial boundary value problem for a loaded differential equation of fractional order convection diffusion is considered. A difference scheme approximating this problem is constructed on a uniform grid. To solve the problem, assuming the existence of a regular solution, a priori estimates in differential and difference forms are obtained. From these estimates follow the uniqueness and continuous dependence of the solution on the input data of the problem, as well as the convergence with the rate $O(h^2+\\tau^2)$.

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