A robust numerical method for a fractional differential equation

DOI10.1016/J.AMC.2017.08.011MaRDI QIDQ1740167zbMATH OpenOpenAlexWikidataFDO

Authors Zhongdi Cen, Anbo Le, Aimin Xu

Publication date 29 April 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2017.08.011

zbMATH Keywords

Caputo fractional derivativeconvergence analysisfractional differential equationVolterra integral equationadapted mesh

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Fractional ordinary differential equations (34A08) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cites work

• scientific article; zbMATH DE number 1264681 (Why is no real title available?)
• scientific article; zbMATH DE number 2015717 (Why is no real title available?)
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• Waiting-times and returns in high-frequency financial data: An empirical study

Cited in

(7)

• Numerical solutions of nonlinear fractional differential equations by alternative Legendre polynomials
• A posteriori error analysis for a fractional differential equation
• An integral discretization scheme on a graded mesh for a fractional differential equation with integral boundary conditions
• Higher order numerical methods for solving fractional differential equations
• On the consistency of the finite difference approximation with the Riemann-Liouville fractional derivative for \(0 < \alpha < 1\)
• A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations
• Non-linear boundary value problems involving Caputo derivatives of complex fractional order

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