On the Numerical Solution of Initial-Boundary Value Problems for the Convection-Diffusion Equation with a Fractional Caputo Derivative and a Nonlocal Linear Source

Abstract

In a rectangular domain the first and third initial-boundary value problems are studied for the one-dimensional with respect to the spatial variable diffusion convection equation with a fractional Caputo derivative and a nonlocal linear source of integral form. Using the method of energy inequalities, under the assumption of the existence of a regular solution, a priori estimates are obtained in differential form, which implies the uniqueness and continuous dependence of the solution on the input data of the problem. On a uniform grid, two difference schemes are constructed that approximate the first and third initial-boundary value problems, respectively. For the solution of the difference problems, a priori estimates are obtained in the difference interpretation. The obtained estimates in difference form imply uniqueness and stability, as well as convergence at a rate equal to the order of the approximation error. An algorithm for the approximate solution of the third boundary value problem is constructed, numerical calculations of test examples are carried out, illustrating the theoretical results obtained in this work.