On linear stability of predictor-corrector algorithms for fractional differential equations

On linear stability of predictor-corrector algorithms for fractional differential equations
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DOI:
10.1080/00207160802624331
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发表时间:
2010-01-01
影响因子:
1.8
通讯作者:
Garrappa, Roberto
Garrappa, Roberto
中科院分区:
数学4区
文献类型:
--
作者:
Garrappa, Roberto

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本文通过预测校正算法来处理分数阶微分方程的数值逼近。进行线性稳定性分析并比较不同方法的稳定性区域。此外,还验证了多次校正器迭代对稳定性的影响。
This paper deals with the numerical approximation of differential equations of fractional order by means of predictor-corrector algorithms. A linear stability analysis is performed and the stability regions of different methods are compared. Furthermore the effects on stability of multiple corrector iterations are verified.