Efficient Solution of Multi-Term Fractional Differential Equations Using P(EC) m E Methods

作者: K. Diethelm

DOI: 10.1007/S00607-003-0033-3

关键词: Numerical integrationMathematical analysisIntegral equationInitial value problemDifferential equationMathematicsPartial differential equationPredictor–corrector methodFractional calculusVolterra integral equationDiscrete mathematics

摘要: We investigate strategies for the numerical solution of initial value problem y(αv)(x) = f(x, y(x), y(α1)(x),..., y(αv-1)(x)) with conditions y(k)(0) y0(k) (k 0, 1,..., ⌈αv⌉ - 1), where 0 (not necessarily αj ∈ N) in sense Caputo. The methods are based on integration techniques applied to an equivalent nonlinear and weakly singular Volterra integral equation. classical approach leads algorithm very high arithmetic complexity. Therefore we derive alternative that lower complexity without sacrificing too much precision.

参考文章(19)
S. P. Nørsett, G. Wanner, E. Hairer, Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems Springer-Verlag New York, Inc.. ,(1993)
Tom T. Hartley, Carl F. Lorenzo, The Vertical Linear Fractional Initialization Problem ,(1999)
Kai Diethelm, AN ALGORITHM FOR THE NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS OF FRACTIONAL ORDER ETNA. Electronic Transactions on Numerical Analysis [electronic only]. ,vol. 5, pp. 1- 6 ,(1997)
Kai Diethelm, Neville J. Ford, NUMERICAL SOLUTION OF THE BAGLEY-TORVIK EQUATION ∗ Bit Numerical Mathematics. ,vol. 42, pp. 490- 507 ,(2002) , 10.1023/A:1021973025166
Kai Diethelm, Neville J. Ford, Analysis of Fractional Differential Equations Journal of Mathematical Analysis and Applications. ,vol. 265, pp. 229- 248 ,(2002) , 10.1006/JMAA.2000.7194
Kai Diethelm, Neville J. Ford, Alan D. Freed, Detailed error analysis for a fractional Adams method Numerical Algorithms. ,vol. 36, pp. 31- 52 ,(2004) , 10.1023/B:NUMA.0000027736.85078.BE