Detailed error analysis for a fractional Adams method with graded meshes

DOI10.1007/s11075-017-0419-5zbMath1398.65173OpenAlexW2746911607WikidataQ59613416 ScholiaQ59613416MaRDI QIDQ1656670

Yanzhi Liu, Yubin Yan, J. A. Roberts

Publication date: 10 August 2018

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-017-0419-5

zbMATH Keywords

initial value problemCaputo derivativefractional differential equationfractional Adams method

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Fractional ordinary differential equations (34A08)

Related Items (17)

An efficient numerical method for \(q\)-fractional differential equations ⋮ Efficient high-order exponential time differencing methods for nonlinear fractional differential models ⋮ A C^α finite difference method for the Caputo time‐fractional diffusion equation ⋮ A fourth-order fractional Adams-type implicit-explicit method for nonlinear fractional ordinary differential equations with weakly singular solutions ⋮ A second-order accurate numerical method with graded meshes for an evolution equation with a weakly singular kernel ⋮ A fractional Adams-Simpson-type method for nonlinear fractional ordinary differential equations with non-smooth data ⋮ Optimal error analysis of space-time second-order difference scheme for semi-linear non-local Sobolev-type equations with weakly singular kernel ⋮ A fast second-order predictor-corrector method for a nonlinear time-fractional Benjamin-Bona-Mahony-Burgers equation ⋮ High-order methods for the option pricing under multivariate rough volatility models ⋮ High-order schemes based on extrapolation for semilinear fractional differential equation ⋮ Unconditionally stable and convergent difference scheme for superdiffusion with extrapolation ⋮ Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation ⋮ Rough Heston Models with Variable Vol-of-Vol and Option Pricing ⋮ A second-order ADI difference scheme based on non-uniform meshes for the three-dimensional nonlocal evolution problem ⋮ A fast linearized numerical method for nonlinear time-fractional diffusion equations ⋮ Numerical solution of linear fractional weakly singular integro-differential equations with integral boundary conditions ⋮ Adaptive numerical solutions of time-fractional advection-diffusion-reaction equations

Uses Software

• FODE
• Adaptative L1 TE and Predictive

Cites Work

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