Higher order numerical methods for solving fractional differential equations (Q398636)

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scientific article; zbMATH DE number 6330860
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Higher order numerical methods for solving fractional differential equations
scientific article; zbMATH DE number 6330860

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    Higher order numerical methods for solving fractional differential equations (English)
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    15 August 2014
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    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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    fractional differential equation
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    finite difference method
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    Caputo fractional derivative
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    error estimates
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    linear
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    Adams-type method
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    nonlinear
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    numerical examples
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    consistency
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