数学
边值问题
分数阶微积分
数学分析
有限差分法
衍生工具(金融)
有限差分
应用数学
点(几何)
几何学
金融经济学
经济
作者
Martin Stynes,J.L. Gracia
出处
期刊:Ima Journal of Numerical Analysis
日期:2014-04-03
卷期号:35 (2): 698-721
被引量:65
标识
DOI:10.1093/imanum/dru011
摘要
Journal Article A finite difference method for a two-point boundary value problem with a Caputo fractional derivative Get access Martin Stynes, Martin Stynes * Department of Mathematics, National University of Ireland, Cork, Ireland *Corresponding author: m.stynes@ucc.ie Search for other works by this author on: Oxford Academic Google Scholar José Luis Gracia José Luis Gracia IUMA and Department of Applied Mathematics, University of Zaragoza, Zaragoza, Spain, jlgracia@unizar.es Search for other works by this author on: Oxford Academic Google Scholar IMA Journal of Numerical Analysis, Volume 35, Issue 2, April 2015, Pages 698–721, https://doi.org/10.1093/imanum/dru011 Published: 03 April 2014 Article history Received: 01 October 2013 Revision received: 20 February 2014 Published: 03 April 2014
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