Compact finite difference schemes for the backward fractional Feynman–Kac equation with fractional substantial derivative
Evolution of the modulus of errors with q = 4, α=0.4, and four different step sizes (Example 2).
Compact finite difference schemes for the backward fractional Feynman–Kac equation with fractional substantial derivative |
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Evolution of the modulus of errors with q = 4, α=0.4, and four different step sizes (Example 2). |
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