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 language | English |
|---|---|
| Pages (from-to) | 279-292 |
| Number of pages | 14 |
| Journal | Applied Numerical Mathematics |
| Volume | 136 |
| DOIs | |
| State | Published - Feb 2019 |
Keywords
- Caputo fractional derivative
- Fractional differential equation
- Local Fourier expansion
- Product integration
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