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

被引：192

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.

引用

页码：2281 / 2290

页数：10

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