Analysis and numerical solution of a Riemann-Liouville fractional derivative two-point boundary value problem

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• 作者：Natalia Kopteva ; Martin Stynes
• 关键词：Fractional differential equation ; Riemann ; Liouville fractional derivative ; Boundary value problem ; Weakly singular Volterra integral equation ; Collocation method
• 刊名：Advances in Computational Mathematics
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：43
• 期：1
• 页码：77-99
• 全文大小：
• 刊物类别：Computer Science
• 刊物主题：Computational Mathematics and Numerical Analysis; Mathematical Modeling and Industrial Mathematics; Mathematical and Computational Biology; Computational Science and Engineering; Visualization;
• 出版者：Springer US
• ISSN：1572-9044
• 卷排序：43

文摘

A two-point boundary value problem is considered on the interval [0, 1], where the leading term in the differential operator is a Riemann-Liouville fractional derivative of order 2 − δ with 0 < δ < 1. It is shown that any solution of such a problem can be expressed in terms of solutions to two associated weakly singular Volterra integral equations of the second kind. As a consequence, existence and uniqueness of a solution to the boundary value problem are proved, the structure of this solution is elucidated, and sharp bounds on its derivatives (in terms of the parameter δ) are derived. These results show that in general the first-order derivative of the solution will blow up at x = 0, so accurate numerical solution of this class of problems is not straightforward. The reformulation of the boundary problem in terms of Volterra integral equations enables the construction of two distinct numerical methods for its solution, both based on piecewise-polynomial collocation. Convergence rates for these methods are proved and numerical results are presented to demonstrate their performance.