Jacobian-predictor-corrector approach for fractional differential equations

DOI10.1007/S10444-013-9302-7MaRDI QIDQ457669zbMATH OpenOpenAlexFDO

Authors Lijing Zhao, Weihua Deng

Publication date 29 September 2014

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.5952

zbMATH Keywords

fractional differential equationnumerical experimentpolynomial interpolationJacobi-Gauss-Lobatto quadratureconvergence orderpredictor-corrector approach

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical interpolation (65D05) Fractional ordinary differential equations (34A08) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: We present a novel numerical method, called { t Jacobi-predictor-corrector approach}, for the numerical solution of fractional ordinary differential equations based on the polynomial interpolation and the Gauss-Lobatto quadrature w.r.t. the Jacobi-weight function $omega(s)=(1-s{)}^{alpha-1}(1+s{)}^0$. This method has the computational cost O(N) and the convergent order $IN$, where $N$ and $IN$ are, respectively, the total computational steps and the number of used interpolating points. The detailed error analysis is performed, and the extensive numerical experiments confirm the theoretical results and show the robustness of this method.

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Cited in

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