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A numerical method for solving a fractional partial differential equation through converting it into an NLP problem. (English) Zbl 1266.90181
Summary: We propose a new approach for solving fractional partial differential equations, which is very easy to use and can also be applied to equations of other types. The main advantage of the method lies in its flexibility for obtaining the approximate solutions of time fractional and space fractional equations. Using this approach, we convert a fractional partial differential equation into a nonlinear programming problem. Several numerical examples are used to demonstrate the effectiveness and accuracy of the method.

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65K05 Numerical mathematical programming methods
35R11 Fractional partial differential equations
90C30 Nonlinear programming
45K05 Integro-partial differential equations
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