数学
分数阶微积分
趋同(经济学)
分形
先验与后验
应用数学
分拆(数论)
衍生工具(金融)
数学分析
订单(交换)
方案(数学)
有限差分
有限差分格式
财务
金融经济学
经济
哲学
认识论
组合数学
经济增长
作者
Zhengguang Liu,Aijie Cheng,Xiaoli Li
标识
DOI:10.1080/00207160.2017.1290434
摘要
Recently, Caputo and Fabrizio introduce a new derivative with fractional order which has the ability to describe the material heterogeneities and the fluctuations of different scales. In this article, a finite difference scheme to solve a quasilinear fractal mobile/immobile transport model based on the new fractional derivative is introduced and analysed. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. Some a priori estimates of discrete L∞(L2) errors with optimal order of convergence O(τ2+h2) are established on uniform partition. Moreover, the applicability and accuracy of the scheme are demonstrated by numerical experiments to support our theoretical analysis.
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