On linear stability of predictor-corrector algorithms for fractional differential equations

被引:176
|
作者
Garrappa, Roberto [1 ]
机构
[1] Univ Bari, Dipartimento Matemat, I-70125 Bari, Italy
关键词
fractional differential equation; predictor-corrector; product integration rule; stability; VOLTERRA INTEGRAL-EQUATIONS; FAST NUMERICAL-SOLUTION;
D O I
10.1080/00207160802624331
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper deals with the numerical approximation of differential equations of fractional order by means of predictor-corrector algorithms. A linear stability analysis is performed and the stability regions of different methods are compared. Furthermore the effects on stability of multiple corrector iterations are verified.
引用
收藏
页码:2281 / 2290
页数:10
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