Stability and convergence of a finite difference scheme for fractional partial differential equations by matrix method

This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Here, we searched stability and convergence of a difference scheme which is constructed for solving a fractional partial differential equation with Caputo fractional derivative. Stability is proved by matrix method. Numerical experiments are presented.