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An algorithm for the numerical solution of differential equations of fractional order

  • Differenetial equations involving deriatives of non-integer order have shown to be adequate models for various physical phenomena in areas like damping laws, diffusion processes, etc. A small number of algorithms for the numerical solution of these equations has been suggested, but mainly without any error estimates. In this paper, we propose an implicit algorithm for the approximate solution of an important class of these equations. The algorithm is based on a quadrature formula approach. Error estimates and numerical examples are given.

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Metadaten
Author:Kai Diethelm
Persistent identifier:https://etna.math.kent.edu/vol.5.1997/pp1-6.dir/pp1-6.pdf
Parent Title (English):Electronic Transactions on Numerical Analysis
Document Type:Article
Language:English
Year of publication:1997
Release Date:2023/08/09
Volume:5
Pages/Size:6
First Page:1
Last Page:6
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