Jacobian-predictor-corrector approach for fractional differential equations (Q457669): Difference between revisions

The authors deal with the solution of fractional ordinary differential equations. The presented solution approach is based on the application of Jacobi-Gauss-Lobatto quadrature rules applied to the integral equation formulation of the fractional differential equation. A detailed error analysis of the introduced numerical scheme is included. The highest attainable order of convergence is the same as the number of backward grid points used in the underlying quadrature rule provided the right-hand side of the fractional equation is smooth enough. Finally, the presented numerical experiments confirm the theoretical results.