Explicit methods for fractional differential equations and their stability properties

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摘要

The use of explicit methods in the numerical treatment of differential equations of fractional order is an area not yet widely investigated. In this paper stability properties of some multistep methods of explicit type are investigated and new methods with larger intervals of stability are proposed. Some numerical experiments are presented in order to validate theoretical results.

论文关键词:65L06,65L20,26A33,Differential equation,Fractional order,Multistep method,Explicit method,Region of stability,Interval of stability

论文评审过程:Received 6 October 2006, Revised 23 July 2007, Available online 23 March 2008.

论文官网地址:https://doi.org/10.1016/j.cam.2008.03.025