Short memory principle and a predictor-corrector approach for fractional differential equations

Fractional differential equations are increasingly used to model problems in acoustics and thermal systems, rheology and modelling of materials and mechanical systems, signal processing and systems identifi cation, control and robotics, and other areas of application. This paper further analyses the underlying structure of fractional differential equations. From a new point of view, we apprehend the short memory principle of fractional calculus and farther apply a Adams-type predictor-corrector approach for the numerical solution of fractional differential equation. And the detailed error analysis is presented. Combining the short memory principle and the predictor-corrector approach, we gain a good numerical approximation of the true solution of fractional differential equation at reasonable computational cost. A numerical example is provided and compared with the exact analytical solution for illustrating the effectiveness of the short memory principle. (c) 2006 Elsevier B.V. All rights reserved.