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A kind of product integration scheme for solving fractional ordinary differential equations

  • Harbin Institute of Technology
  • Heilongjiang Bayi Agricultural University

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we construct a kind of product integration scheme for the nonlinear fractional ordinary differential equation. We design the scheme by considering the equivalent Volterra integral equation and using the idea of local Fourier expansion. We prove the high accuracy property of the new scheme and provide the stability analysis. Numerical experiments demonstrate the effectiveness of the scheme.

Original languageEnglish
Pages (from-to)279-292
Number of pages14
JournalApplied Numerical Mathematics
Volume136
DOIs
StatePublished - Feb 2019

Keywords

  • Caputo fractional derivative
  • Fractional differential equation
  • Local Fourier expansion
  • Product integration

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