Authors
Yubin Yan, Kamal Pal, Neville J Ford
Publication date
2014/6/1
Journal
BIT Numerical Mathematics
Volume
54
Issue
2
Pages
555-584
Publisher
Springer Netherlands
Description
In this paper we introduce higher order numerical methods for solving fractional differential equations. We use two approaches to this problem. The first approach is based on a direct discretisation of the fractional differential operator: we obtain a numerical method for solving a linear fractional differential equation with order 0<α<1. The order of convergence of the numerical method is O(h 3−α ). Our second approach is based on discretisation of the integral form of the fractional differential equation and we obtain a fractional Adams-type method for a nonlinear fractional differential equation of any order α>0. The order of convergence of the numerical method is O(h 3) for α≥1 and O(h 1+2α ) for 0<α≤1 for sufficiently smooth solutions. Numerical examples are given to show that the numerical results are consistent with the theoretical results.
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