Darboux problem for a differential equation with fractional derivative

We find conditions for the unique solvability of the problem u _xy (x, y) = f(x, y, u(x, y), (D ₀ ^r u)(x, y)), u(x, 0) = u(0, y) = 0, x ∈ 0, a], y ∈ 0, b], where (D ₀ ^r u)(x, y) is the mixed Riemann-Liouville derivative of order r = (r ₁, r ₂), 0 < r ₁, r ₂ < 1, in the class of functions that have the continuous derivatives u _xy (x, y) and (D ₀ ^r u)(x, y). We propose a numerical method for solving this problem and prove the convergence of the method. __________ Translated from Neliniini Kolyvannya, Vol. 8, No. 4, pp. 456–467, October–December, 2005.