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
来源：
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 2010年 / 87卷 / 10期
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.
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页码：2281 / 2290
页数：10
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