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An integral discretization scheme on a graded mesh for a fractional differential equation with integral boundary conditions

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Abstract

In this paper, a fractional differential equation with integral conditions is studied. The fractional differential equation is transformed into an integral equation with two initial values, where the initial values needs to ensure that the exact solution satisfies the integral boundary conditions. A graded mesh based on a priori information of the exact solution is constructed and the linear interpolation is used to approximate the functions in the fractional integral. The rigorous analysis about the convergence of the discretization scheme is derived by using the truncation error estimate techniques and the generalized Grönwall inequality. A quasi-Newton method is used to determine the initial values so that the numerical solution satisfies two integral boundary conditions within a prescribed precision. It is shown that the scheme is second-order convergent, which improves the results on the uniform mesh.

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Acknowledgements

We would like to thank the anonymous reviewers for their valuable suggestions and comments for the improvement of this paper.

Funding

The work was supported by Zhejiang Provincial Natural Science Foundation of China (Grant Nos. LGF22H260003, LTGY23H240002), Zhejiang Province Higher Education Teaching Reform Project (Grant Nos. jg20220457, jg20220466), and Ningbo Municipal Natural Science Foundation (Grant No. 2023J302).

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The first author carried out the literature review, designed the numerical algorithm, and wrote the main manuscript text. The second author conducted numerical experiments and participated in designing the numerical algorithm, and the third author participated in analyzing the error and designing the numerical algorithm. All authors reviewed and approved the final manuscript.

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Correspondence to Jian Huang.

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Cen, Z., Huang, J. & Xu, A. An integral discretization scheme on a graded mesh for a fractional differential equation with integral boundary conditions. J Math Chem (2024). https://doi.org/10.1007/s10910-024-01596-7

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