Detailed Error Analysis for a Fractional Adams Method |
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Authors: | Kai Diethelm Neville J Ford Alan D Freed |
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Institution: | (1) Institut Computational Mathematics, Technische Universität Braunschweig, Pockelsstraße 14, 38106 Braunschweig, Germany;(2) Department of Mathematics, Chester College, Parkgate Road, Chester, CH1 4BJ, UK;(3) Polymers Branch, MS 49-3, NASA's John H. Glenn Research Center at Lewis Field, 21000 Brookpark Road, Cleveland, OH 44135, USA |
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Abstract: | We investigate a method for the numerical solution of the nonlinear fractional differential equation D
*
y(t)=f(t,y(t)), equipped with initial conditions y
(k)(0)=y
0
(k), k=0,1,...,![lceil](/content/h3294411v5773246/xxlarge8968.gif) ![agr](/content/h3294411v5773246/xxlarge945.gif) –1. Here may be an arbitrary positive real number, and the differential operator is the Caputo derivative. The numerical method can be seen as a generalization of the classical one-step Adams–Bashforth–Moulton scheme for first-order equations. We give a detailed error analysis for this algorithm. This includes, in particular, error bounds under various types of assumptions on the equation. Asymptotic expansions for the error are also mentioned briefly. The latter may be used in connection with Richardson's extrapolation principle to obtain modified versions of the algorithm that exhibit faster convergence behaviour. |
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Keywords: | fractional differential equation Caputo derivative Adams– Bashforth– Moulton method |
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