Difference Scheme Method for Fractional Differential Equation Defined by Caputo Derivative

Abstract

This study gives numerical solution of the fractional order partial differential equation defined by Caputo fractional derivative. Laplace transform method is used for the exact solution of this equation depend on intial-boundary value problem. The difference schemes are constructed for this equation. The stability of this difference schemes is proved. Error analysis is performed by comparing the exact solution with the approximate solution. The effectiveness of the method is shown from the error analysis table.