Higher order numerical methods for solving fractional differential equations
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Adams-type methodCaputo fractional derivativeconsistencyerror estimatesfinite difference methodfractional differential equationlinearnonlinearnumerical examples
Fractional ordinary differential equations (34A08) Linear ordinary differential equations and systems (34A30) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)
The authors introduce two good new numerical methods for solving fractional differential equations with order \(0<\alpha<1\). The first one is a method to solve linear fractional differential equations with order \(O(h^{ 3-\alpha})\) and the second one is a fractional Adams-type method for a nonlinear fractional differential equation of any order \(\alpha>0\) with order of convergence \(O(h^{3})\) for \(\alpha\geq1\) and \(O(h^{1+2\alpha})\) for \(0<\alpha\leq1\). Some numerical examples prove the consistency of the main results.
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